+395.5%
ENPH vs CRL
+698.9%
-303.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +1.1% |
| 7D | -2.4% | -1.0% | -1.3% | -1.8% |
| 30D | -6.6% | +10.7% | -17.3% | -11.8% |
| 3M | -46.8% | +55.3% | -102.1% | -59.0% |
| 6M | -14.7% | +60.7% | -75.4% | -37.6% |
| YTD | +13.5% | +44.6% | -31.1% | -12.6% |
| 1Y | -0.4% | +77.7% | -78.2% | -33.0% |
| 3Y | -71.7% | +37.6% | -109.4% | -79.8% |
| 5Y | -79.1% | -35.8% | -43.3% | -76.2% |
| 10Y | +1,898.4% | +241.7% | +1,656.6% | +671.5% |
| All | +395.5% | +698.9% | -303.4% | +6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling