-78.9%
CLF vs ENPH
+384.9%
-463.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +7.6% | -2.4% | +9.9% | +8.0% |
| 30D | -1.2% | -6.6% | +5.4% | -0.3% |
| 3M | -13.4% | -46.8% | +33.4% | -5.1% |
| 6M | +15.4% | -14.7% | +30.2% | +15.9% |
| YTD | -5.9% | +13.5% | -19.4% | -10.7% |
| 1Y | +18.8% | -0.4% | +19.2% | +14.6% |
| 3Y | -19.4% | -71.7% | +52.3% | -11.5% |
| 5Y | -47.7% | -79.1% | +31.4% | -42.8% |
| 10Y | +130.4% | +1,898.4% | -1,768.0% | +12.9% |
| All | -78.9% | +384.9% | -463.8% | -88.6% |
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