+3,163.8%
CLS vs ENPH
+384.9%
+2,778.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +4.6% | -2.4% | +6.9% | +4.8% |
| 30D | -13.9% | -6.6% | -7.3% | -13.4% |
| 3M | -26.6% | -46.8% | +20.3% | -21.9% |
| 6M | +15.4% | -14.7% | +30.2% | +16.6% |
| YTD | +5.7% | +13.5% | -7.8% | +2.7% |
| 1Y | +41.1% | -0.4% | +41.5% | +38.6% |
| 3Y | +1,228.6% | -71.7% | +1,300.3% | +1,312.8% |
| 5Y | +3,240.6% | -79.1% | +3,319.7% | +3,440.9% |
| 10Y | +2,760.3% | +1,898.4% | +862.0% | +1,965.2% |
| All | +3,163.8% | +384.9% | +2,778.9% | +2,305.0% |
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