+708.9%
CAT vs ENPH
+277.3%
+431.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +2.7% |
| 7D | +1.7% | -10.3% | +12.0% | +2.7% |
| 30D | -24.6% | -10.1% | -14.4% | -24.1% |
| 3M | -28.5% | -33.1% | +4.6% | -26.3% |
| 6M | -34.8% | -24.8% | -10.0% | -33.9% |
| YTD | +5.9% | -11.7% | +17.6% | +5.1% |
| 1Y | +6.8% | -8.2% | +15.1% | +5.6% |
| 3Y | +161.1% | -63.7% | +224.8% | +168.5% |
| 5Y | +213.4% | -88.7% | +302.1% | +243.7% |
| 10Y | +700.3% | +2,382.5% | -1,682.1% | +446.6% |
| All | +708.9% | +277.3% | +431.5% | +468.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ENPH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling