-24.1%
CLS vs ENPH
-14.0%
-10.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.4% | +9.9% | +5.5% |
| 7D | +23.5% | -7.6% | +31.1% | +25.1% |
| 30D | -28.9% | -16.4% | -12.5% | -26.9% |
| 3M | -25.2% | -34.3% | +9.1% | -19.7% |
| 6M | -32.1% | -28.5% | -3.5% | -25.2% |
| YTD | -14.1% | -16.4% | +2.4% | -13.2% |
| 1Y | -24.1% | -12.8% | -11.3% | -25.6% |
| All | -24.1% | -14.0% | -10.1% | -25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling