-8.7%
ENPH vs CART
+60.1%
-68.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | +11.0% | +3.0% | +8.0% | +10.9% |
| 30D | -15.0% | +28.6% | -43.6% | -15.1% |
| 3M | -28.2% | +29.1% | -57.3% | -28.5% |
| 6M | -20.5% | +44.7% | -65.2% | -20.3% |
| YTD | -11.2% | +29.2% | -40.4% | -14.3% |
| 1Y | -8.7% | +66.2% | -74.8% | -7.7% |
| All | -8.7% | +60.1% | -68.7% | -7.7% |
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