+632.9%
ENPH vs CLBK
+65.5%
+567.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -0.1% | -1.5% | +1.4% | +0.7% |
| 30D | -10.8% | -1.0% | -9.8% | -10.4% |
| 3M | -33.8% | +22.9% | -56.7% | -41.0% |
| 6M | -16.1% | +44.2% | -60.3% | -31.0% |
| YTD | +13.4% | +64.0% | -50.6% | -12.1% |
| 1Y | -2.6% | +65.7% | -68.3% | -25.0% |
| 3Y | -70.3% | +54.1% | -124.3% | -77.1% |
| 5Y | -77.0% | +44.7% | -121.7% | -84.0% |
| All | +632.9% | +65.5% | +567.4% | +388.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling