-34.0%
CCL vs ENPH
+2,128.2%
-2,162.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.1% |
| 7D | -1.2% | -8.4% | +7.2% | +0.4% |
| 30D | +13.1% | -11.2% | +24.3% | +15.0% |
| 3M | +3.4% | -36.1% | +39.4% | +11.3% |
| 6M | +18.7% | -37.9% | +56.6% | +26.2% |
| YTD | -2.3% | -18.7% | +16.4% | -3.6% |
| 1Y | +14.2% | -9.8% | +24.0% | +10.4% |
| 3Y | +133.6% | -66.8% | +200.4% | +148.8% |
| 5Y | +33.5% | -89.6% | +123.1% | +71.3% |
| All | -34.0% | +2,128.2% | -2,162.2% | -47.6% |
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