+1.3%
ENPH vs CAI
-11.0%
+12.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | +1.5% | -5.1% | +6.6% | +2.1% |
| 30D | -12.9% | +3.9% | -16.7% | -13.3% |
| 3M | -27.1% | +40.1% | -67.2% | -29.6% |
| 6M | -15.4% | +29.7% | -45.1% | -18.5% |
| YTD | +15.0% | -10.9% | +25.9% | +13.2% |
| 1Y | -0.7% | -28.0% | +27.3% | +0.8% |
| All | +1.3% | -11.0% | +12.3% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling