-47.0%
CLF vs ENPH
-77.3%
+30.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.8% | -8.4% | -2.8% |
| 7D | +6.5% | +9.3% | -2.8% | +4.8% |
| 30D | +0.2% | -7.3% | +7.5% | +1.3% |
| 3M | -3.1% | -31.7% | +28.7% | +2.7% |
| 6M | +25.0% | -3.5% | +28.5% | +23.1% |
| YTD | -7.5% | +21.2% | -28.6% | -13.4% |
| 1Y | +11.5% | +0.1% | +11.5% | +7.3% |
| 3Y | -13.7% | -67.7% | +54.0% | -6.0% |
| 5Y | -47.0% | -76.2% | +29.3% | -45.0% |
| All | -47.0% | -77.3% | +30.4% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling