+3.5%
CCL vs ENPH
-77.3%
+80.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.8% | -8.1% | -2.7% |
| 7D | -0.1% | +9.3% | -9.4% | -2.0% |
| 30D | -20.0% | -7.3% | -12.7% | -18.9% |
| 3M | -13.7% | -31.7% | +18.1% | -7.4% |
| 6M | -9.0% | -3.5% | -5.5% | -11.2% |
| YTD | -22.8% | +21.2% | -44.0% | -29.9% |
| 1Y | -25.3% | +0.1% | -25.4% | -29.9% |
| 3Y | +54.1% | -67.7% | +121.8% | +70.3% |
| 5Y | +3.5% | -76.2% | +79.7% | +20.9% |
| All | +3.5% | -77.3% | +80.8% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling