+2,029.3%
CLS vs ENPH
+2,188.9%
-159.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.4% | +9.9% | +5.2% |
| 7D | +23.5% | -7.6% | +31.1% | +24.7% |
| 30D | -28.9% | -16.4% | -12.5% | -27.7% |
| 3M | -25.2% | -34.3% | +9.1% | -21.6% |
| 6M | -32.1% | -28.5% | -3.5% | -29.8% |
| YTD | -14.1% | -16.4% | +2.4% | -14.2% |
| 1Y | -24.1% | -12.8% | -11.3% | -24.5% |
| 3Y | +897.0% | -65.7% | +962.6% | +948.5% |
| 5Y | +2,089.9% | -89.4% | +2,179.3% | +2,441.4% |
| All | +2,029.3% | +2,188.9% | -159.6% | +1,571.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling