+127.6%
CLF vs ENPH
+1,928.7%
-1,801.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.8% | -0.8% |
| 7D | -2.7% | +3.4% | -6.0% | -3.2% |
| 30D | -3.2% | -10.3% | +7.1% | -1.7% |
| 3M | -5.0% | -31.4% | +26.4% | +0.1% |
| 6M | +26.6% | -10.1% | +36.7% | +26.0% |
| YTD | -9.0% | +14.6% | -23.5% | -13.7% |
| 1Y | +11.8% | -3.2% | +15.1% | +8.3% |
| 3Y | -15.1% | -69.5% | +54.4% | -8.0% |
| 5Y | -48.2% | -77.2% | +29.0% | -44.0% |
| 10Y | +127.6% | +1,940.0% | -1,812.4% | +56.8% |
| All | +127.6% | +1,928.7% | -1,801.1% | +56.8% |
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