-76.2%
ENPH vs CART
+39.2%
-115.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.6% | +2.1% |
| 7D | +4.1% | +1.5% | +2.6% | +4.0% |
| 30D | -11.4% | +22.4% | -33.8% | -13.6% |
| 3M | -30.5% | +16.5% | -47.1% | -32.0% |
| 6M | -20.2% | +44.9% | -65.1% | -24.4% |
| YTD | -9.3% | +30.0% | -39.2% | -13.0% |
| 1Y | -3.8% | +59.1% | -62.8% | -10.9% |
| 3Y | -61.5% | +138.8% | -200.3% | -67.7% |
| All | -76.2% | +39.2% | -115.4% | -79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling