+8.8%
ENPH vs CART
+61.3%
-52.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.2% | +3.6% |
| 7D | +26.3% | +1.4% | +24.9% | +26.1% |
| 30D | -5.7% | +29.7% | -35.3% | -6.0% |
| 3M | -24.5% | +29.7% | -54.2% | -25.0% |
| 6M | -3.0% | +36.8% | -39.8% | -3.0% |
| YTD | -1.6% | +31.7% | -33.2% | -4.5% |
| 1Y | +8.8% | +62.4% | -53.6% | +8.7% |
| All | +8.8% | +61.3% | -52.6% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 1y: compounded portfolio wealth divided by compounded CART 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…
1y analysis · Full analysis span regression · 6 months rolling