-69.8%
ENPH vs CLBK
+52.3%
-122.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.1% |
| 7D | +1.5% | -1.4% | +2.9% | +2.3% |
| 30D | -12.9% | +4.5% | -17.4% | -15.1% |
| 3M | -27.1% | +22.8% | -49.9% | -35.5% |
| 6M | -15.4% | +43.4% | -58.9% | -31.2% |
| YTD | +15.0% | +64.1% | -49.1% | -11.8% |
| 1Y | -0.7% | +67.6% | -68.3% | -24.7% |
| All | -69.8% | +52.3% | -122.2% | -78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling