-80.6%
CLF vs ENPH
+279.6%
-360.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.0% |
| 7D | -19.6% | +11.0% | -30.6% | -21.0% |
| 30D | -5.0% | -15.0% | +10.0% | -3.0% |
| 3M | -6.3% | -28.2% | +21.9% | -2.1% |
| 6M | +2.8% | -20.5% | +23.3% | +4.2% |
| YTD | -13.7% | -11.2% | -2.5% | -15.5% |
| 1Y | +13.6% | -8.7% | +22.2% | +10.5% |
| 3Y | -34.0% | -63.6% | +29.6% | -30.5% |
| 5Y | -48.7% | -88.0% | +39.3% | -38.7% |
| 10Y | +113.4% | +2,333.3% | -2,219.9% | +2.5% |
| All | -80.6% | +279.6% | -360.2% | -89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling