-79.3%
CLF vs ENPH
+287.7%
-367.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.1% | +4.8% | +6.6% |
| 7D | -14.1% | +4.1% | -18.2% | -14.7% |
| 30D | -5.5% | -11.4% | +5.8% | -4.2% |
| 3M | 0.0% | -30.5% | +30.5% | +5.1% |
| 6M | +11.3% | -20.2% | +31.5% | +12.8% |
| YTD | -7.7% | -9.3% | +1.6% | -9.9% |
| 1Y | +17.5% | -3.8% | +21.3% | +13.5% |
| 3Y | -25.4% | -61.5% | +36.1% | -22.2% |
| 5Y | -46.0% | -87.9% | +41.9% | -35.5% |
| 10Y | +80.1% | +2,519.8% | -2,439.7% | -14.3% |
| All | -79.3% | +287.7% | -367.0% | -88.5% |
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