+154.3%
CL vs ENPH
+384.9%
-230.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | -2.2% | -2.4% | +0.2% | -2.1% |
| 30D | -4.8% | -6.6% | +1.8% | -4.7% |
| 3M | +4.9% | -46.8% | +51.7% | +6.1% |
| 6M | -5.7% | -14.7% | +9.0% | -5.9% |
| YTD | +14.4% | +13.5% | +0.9% | +13.2% |
| 1Y | +8.7% | -0.4% | +9.2% | +7.8% |
| 3Y | +30.0% | -71.7% | +101.7% | +31.1% |
| 5Y | +28.4% | -79.1% | +107.5% | +29.1% |
| 10Y | +50.1% | +1,898.4% | -1,848.3% | +26.6% |
| All | +154.3% | +384.9% | -230.6% | +115.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling