+8.8%
ENPH vs CRL
+85.3%
-76.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -7.3% | +11.0% | +3.7% |
| 7D | +26.3% | -12.8% | +39.0% | +26.3% |
| 30D | -5.7% | +5.0% | -10.7% | -6.6% |
| 3M | -24.5% | +39.4% | -63.8% | -26.3% |
| 6M | -3.0% | +89.4% | -92.4% | -8.5% |
| YTD | -1.6% | +63.6% | -65.1% | -3.8% |
| 1Y | +8.8% | +83.5% | -74.7% | +8.3% |
| All | +8.8% | +85.3% | -76.6% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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