+76.3%
CL vs ENPH
+2,696.2%
-2,619.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.4% |
| 7D | +0.5% | +4.1% | -3.6% | +0.5% |
| 30D | +11.6% | -11.4% | +23.0% | +11.7% |
| 3M | +5.6% | -30.5% | +36.2% | +5.9% |
| 6M | +13.2% | -20.2% | +33.4% | +13.0% |
| YTD | +26.9% | -9.3% | +36.2% | +26.3% |
| 1Y | +27.3% | -3.8% | +31.1% | +26.6% |
| 3Y | +39.7% | -61.5% | +101.2% | +39.6% |
| 5Y | +41.3% | -87.9% | +129.2% | +42.6% |
| 10Y | +76.3% | +2,519.8% | -2,443.5% | +71.2% |
| All | +76.3% | +2,696.2% | -2,619.9% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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