-35.7%
CLX vs ENPH
-77.3%
+41.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.8% | -8.3% | -1.7% |
| 7D | -3.5% | +9.3% | -12.8% | -3.7% |
| 30D | -11.9% | -7.3% | -4.6% | -11.8% |
| 3M | -2.6% | -31.7% | +29.1% | -2.2% |
| 6M | -18.2% | -3.5% | -14.7% | -18.5% |
| YTD | -5.9% | +21.2% | -27.1% | -6.6% |
| 1Y | -23.8% | +0.1% | -23.9% | -24.3% |
| 3Y | -33.6% | -67.7% | +34.1% | -34.1% |
| 5Y | -35.7% | -76.2% | +40.6% | -34.1% |
| All | -35.7% | -77.3% | +41.7% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling