+20.2%
CLF vs ENPH
+8.1%
+12.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +3.7% | -12.9% | -9.7% |
| 7D | -7.9% | +26.3% | -34.1% | -11.1% |
| 30D | +5.2% | -5.7% | +10.9% | +5.8% |
| 3M | +4.3% | -24.5% | +28.8% | +8.2% |
| 6M | +25.3% | -3.0% | +28.3% | +26.2% |
| YTD | -3.3% | -1.6% | -1.8% | -0.6% |
| 1Y | +20.2% | +8.8% | +11.5% | +23.1% |
| All | +20.2% | +8.1% | +12.1% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling