+1,947.8%
ENPH vs CRL
+249.3%
+1,698.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.4% |
| 7D | +1.5% | -6.9% | +8.5% | +5.3% |
| 30D | -12.9% | -3.2% | -9.7% | -11.6% |
| 3M | -27.1% | +46.5% | -73.7% | -42.0% |
| 6M | -15.4% | +63.1% | -78.6% | -38.3% |
| YTD | +15.0% | +36.9% | -21.8% | -8.3% |
| 1Y | -0.7% | +78.1% | -78.8% | -33.2% |
| 3Y | -69.3% | +36.7% | -106.0% | -78.0% |
| 5Y | -76.7% | -38.1% | -38.6% | -72.3% |
| All | +1,947.8% | +249.3% | +1,698.4% | +836.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling