+0.9%
ENPH vs CAI
-11.0%
+11.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.2% | -2.3% | -5.1% |
| 7D | +3.4% | -3.1% | +6.5% | +3.7% |
| 30D | -10.3% | +2.7% | -13.0% | -10.7% |
| 3M | -31.4% | +41.7% | -73.1% | -33.8% |
| 6M | -10.1% | +26.5% | -36.6% | -13.3% |
| YTD | +14.6% | -10.9% | +25.5% | +12.8% |
| 1Y | -3.2% | -29.2% | +26.0% | -1.5% |
| All | +0.9% | -11.0% | +11.9% | -5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling