-78.1%
ENPH vs CART
+39.2%
-117.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.3% |
| 7D | -7.6% | +1.2% | -8.8% | -7.7% |
| 30D | -16.4% | +17.8% | -34.2% | -18.1% |
| 3M | -34.3% | +20.7% | -55.0% | -36.0% |
| 6M | -28.5% | +49.7% | -78.3% | -32.6% |
| YTD | -16.4% | +30.0% | -46.5% | -19.9% |
| 1Y | -12.8% | +48.4% | -61.2% | -18.3% |
| 3Y | -65.7% | +132.0% | -197.6% | -71.2% |
| All | -78.1% | +39.2% | -117.3% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling