-0.1%
ENPH vs CAI
-9.9%
+9.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.5% |
| 7D | -0.1% | -2.9% | +2.9% | +0.3% |
| 30D | -10.8% | +9.3% | -20.2% | -11.8% |
| 3M | -33.8% | +35.2% | -69.0% | -36.0% |
| 6M | -16.1% | +30.7% | -46.8% | -19.3% |
| YTD | +13.4% | -9.8% | +23.2% | +11.5% |
| 1Y | -2.6% | -28.9% | +26.3% | -0.8% |
| All | -0.1% | -9.9% | +9.8% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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