-76.7%
ENPH vs CART
+38.4%
-115.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | +11.0% | +3.0% | +8.0% | +10.6% |
| 30D | -15.0% | +28.6% | -43.6% | -17.7% |
| 3M | -28.2% | +29.1% | -57.3% | -30.7% |
| 6M | -20.5% | +44.7% | -65.2% | -24.6% |
| YTD | -11.2% | +29.2% | -40.4% | -14.8% |
| 1Y | -8.7% | +66.2% | -74.8% | -16.1% |
| 3Y | -63.6% | +112.8% | -176.4% | -69.5% |
| All | -76.7% | +38.4% | -115.1% | -79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling