+89.6%
CL vs ENPH
+2,128.2%
-2,038.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.5% | +1.8% |
| 7D | +3.2% | -8.4% | +11.7% | +3.3% |
| 30D | +8.0% | -11.2% | +19.2% | +8.1% |
| 3M | +7.9% | -36.1% | +43.9% | +8.2% |
| 6M | +14.7% | -37.9% | +52.7% | +14.9% |
| YTD | +29.2% | -18.7% | +47.8% | +28.6% |
| 1Y | +29.5% | -9.8% | +39.4% | +28.8% |
| 3Y | +40.7% | -66.8% | +107.5% | +40.7% |
| 5Y | +43.9% | -89.6% | +133.5% | +45.4% |
| All | +89.6% | +2,128.2% | -2,038.6% | +85.1% |
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