+146.8%
CLX vs ENPH
+257.1%
-110.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.6% | +1.3% |
| 7D | +8.5% | -7.6% | +16.1% | +8.6% |
| 30D | +30.0% | -16.4% | +46.4% | +30.1% |
| 3M | +3.8% | -34.3% | +38.1% | +4.0% |
| 6M | +24.6% | -28.5% | +53.2% | +24.7% |
| YTD | +12.8% | -16.4% | +29.2% | +12.7% |
| 1Y | +8.6% | -12.8% | +21.4% | +8.5% |
| 3Y | -8.6% | -65.7% | +57.0% | -8.6% |
| 5Y | -21.8% | -89.4% | +67.6% | -21.5% |
| 10Y | +30.4% | +2,249.1% | -2,218.8% | +26.0% |
| All | +146.8% | +257.1% | -110.3% | +134.9% |
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