-89.3%
ENPH vs CRL
-12.1%
-77.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.8% | -2.3% |
| 7D | -8.4% | +0.1% | -8.6% | -8.5% |
| 30D | -11.2% | +11.9% | -23.1% | -16.2% |
| 3M | -36.1% | +20.2% | -56.2% | -41.7% |
| 6M | -37.9% | +107.5% | -145.5% | -56.1% |
| YTD | -18.7% | +69.4% | -88.1% | -38.0% |
| 1Y | -9.8% | +99.7% | -109.6% | -36.6% |
| 3Y | -66.8% | +98.8% | -165.6% | -78.4% |
| All | -89.3% | -12.1% | -77.3% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling