-70.2%
ENPH vs CART
+21.6%
-91.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.3% |
| 7D | -2.4% | +1.0% | -3.4% | -2.5% |
| 30D | -6.6% | +12.6% | -19.2% | -8.2% |
| 3M | -46.8% | +23.1% | -69.9% | -48.3% |
| 6M | -14.7% | +39.5% | -54.3% | -19.2% |
| YTD | +13.5% | +13.5% | -0.1% | +10.8% |
| 1Y | -0.4% | +14.9% | -15.3% | -3.4% |
| All | -70.2% | +21.6% | -91.8% | -73.4% |
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