+1,312.5%
CLS vs ENPH
-68.2%
+1,380.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.8% | -1.1% | +4.7% |
| 7D | +12.8% | +9.3% | +3.5% | +11.5% |
| 30D | +3.8% | -7.3% | +11.1% | +4.7% |
| 3M | -14.6% | -31.7% | +17.1% | -10.9% |
| 6M | +32.2% | -3.5% | +35.7% | +33.3% |
| YTD | +11.6% | +21.2% | -9.5% | +9.0% |
| 1Y | +35.1% | +0.1% | +35.0% | +33.7% |
| 3Y | +1,312.5% | -67.7% | +1,380.2% | +1,441.8% |
| All | +1,312.5% | -68.2% | +1,380.7% | +1,441.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling