+178.2%
CL vs ENPH
+279.6%
-101.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -2.1% |
| 7D | +1.3% | +11.0% | -9.7% | +1.1% |
| 30D | +11.4% | -15.0% | +26.4% | +11.6% |
| 3M | +4.4% | -28.2% | +32.7% | +5.0% |
| 6M | +10.8% | -20.5% | +31.3% | +10.7% |
| YTD | +25.1% | -11.2% | +36.3% | +24.3% |
| 1Y | +28.0% | -8.7% | +36.6% | +27.0% |
| 3Y | +37.6% | -63.6% | +101.2% | +37.9% |
| 5Y | +39.7% | -88.0% | +127.7% | +42.4% |
| 10Y | +75.8% | +2,333.3% | -2,257.5% | +46.8% |
| All | +178.2% | +279.6% | -101.4% | +136.2% |
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