-11.1%
CHRW vs ENPH
+8.1%
-19.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -0.1% |
| 7D | +4.9% | +26.3% | -21.4% | +2.9% |
| 30D | -4.8% | -5.7% | +0.9% | -4.8% |
| 3M | -13.1% | -24.5% | +11.3% | -12.2% |
| 6M | -16.3% | -3.0% | -13.3% | -18.0% |
| YTD | -15.8% | -1.6% | -14.3% | -18.1% |
| 1Y | -11.1% | +8.8% | -19.9% | -14.7% |
| All | -11.1% | +8.1% | -19.3% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling