+84.9%
CL vs ENPH
+2,435.8%
-2,350.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.0% | +5.1% | +0.2% |
| 7D | +2.6% | -9.1% | +11.7% | +2.7% |
| 30D | +11.8% | -15.8% | +27.5% | +11.9% |
| 3M | +5.9% | -32.5% | +38.4% | +6.2% |
| 6M | +13.3% | -24.2% | +37.5% | +13.2% |
| YTD | +27.1% | -13.8% | +40.9% | +26.5% |
| 1Y | +28.0% | -15.8% | +43.8% | +27.4% |
| 3Y | +39.4% | -64.6% | +103.9% | +39.3% |
| 5Y | +40.8% | -88.1% | +128.8% | +42.1% |
| 10Y | +84.9% | +2,367.9% | -2,283.0% | +80.0% |
| All | +84.9% | +2,435.8% | -2,350.9% | +80.0% |
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