-43.4%
CCL vs ENPH
+1,936.5%
-1,979.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -4.3% | +1.5% | -5.8% | -4.6% |
| 30D | -19.0% | -12.9% | -6.1% | -17.1% |
| 3M | -13.1% | -27.1% | +14.0% | -8.7% |
| 6M | -13.3% | -15.4% | +2.1% | -12.8% |
| YTD | -25.2% | +15.0% | -40.2% | -30.2% |
| 1Y | -27.2% | -0.7% | -26.5% | -30.7% |
| 3Y | +49.2% | -69.3% | +118.6% | +62.4% |
| 5Y | +0.4% | -76.7% | +77.1% | +11.6% |
| All | -43.4% | +1,936.5% | -1,979.8% | -55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling