+2,953.7%
CLS vs ENPH
+1,936.5%
+1,017.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +5.0% | +1.5% | +3.4% | +4.8% |
| 30D | +4.8% | -12.9% | +17.6% | +6.4% |
| 3M | -10.4% | -27.1% | +16.7% | -7.1% |
| 6M | +20.8% | -15.4% | +36.2% | +22.4% |
| YTD | +10.0% | +15.0% | -5.0% | +6.2% |
| 1Y | +28.5% | -0.7% | +29.2% | +25.8% |
| 3Y | +1,292.2% | -69.3% | +1,361.6% | +1,383.8% |
| 5Y | +3,616.8% | -76.7% | +3,693.5% | +3,829.1% |
| All | +2,953.7% | +1,936.5% | +1,017.2% | +2,269.3% |
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