+53.4%
CL vs ENPH
+2,033.5%
-1,980.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.8% | -7.2% | -0.5% |
| 7D | -1.4% | +9.3% | -10.6% | -1.4% |
| 30D | -5.2% | -7.3% | +2.0% | -5.2% |
| 3M | +3.3% | -31.7% | +35.0% | +3.7% |
| 6M | -4.4% | -3.5% | -0.9% | -4.7% |
| YTD | +13.9% | +21.2% | -7.2% | +13.1% |
| 1Y | +7.6% | +0.1% | +7.6% | +7.0% |
| 3Y | +29.6% | -67.7% | +97.3% | +29.7% |
| 5Y | +28.1% | -76.2% | +104.3% | +28.3% |
| 10Y | +53.4% | +2,057.2% | -2,003.8% | +47.3% |
| All | +53.4% | +2,033.5% | -1,980.1% | +47.3% |
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