-34.0%
CLF vs ENPH
-65.0%
+31.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +1.9% |
| 7D | -19.6% | +11.0% | -30.6% | -20.8% |
| 30D | -5.0% | -15.0% | +10.0% | -3.1% |
| 3M | -6.3% | -28.2% | +21.9% | -2.3% |
| 6M | +2.8% | -20.5% | +23.3% | +5.0% |
| YTD | -13.7% | -11.2% | -2.5% | -14.1% |
| 1Y | +13.6% | -8.7% | +22.2% | +12.4% |
| 3Y | -34.0% | -63.6% | +29.6% | -33.3% |
| All | -34.0% | -65.0% | +31.1% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling