+14.3%
CL vs ENPH
-22.6%
+36.9%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | 0.0% |
| 7D | -0.8% | -10.3% | +9.5% | -1.4% |
| 30D | +9.5% | -10.1% | +19.7% | +8.8% |
| 3M | +6.8% | -33.1% | +39.9% | +3.9% |
| 6M | +14.3% | -24.8% | +39.1% | +11.6% |
| All | +14.3% | -22.6% | +36.9% | +11.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling