+74.6%
CLF vs ENPH
+2,128.2%
-2,053.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.6% | -2.8% |
| 7D | +10.4% | -8.4% | +18.8% | +11.9% |
| 30D | +0.6% | -11.2% | +11.7% | +2.0% |
| 3M | +4.1% | -36.1% | +40.2% | +11.1% |
| 6M | +15.1% | -37.9% | +53.0% | +21.7% |
| YTD | -4.7% | -18.7% | +13.9% | -5.4% |
| 1Y | +20.4% | -9.8% | +30.2% | +17.4% |
| 3Y | -23.4% | -66.8% | +43.4% | -18.1% |
| 5Y | -43.3% | -89.6% | +46.4% | -30.2% |
| All | +74.6% | +2,128.2% | -2,053.6% | +8.1% |
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 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