+129.8%
CHRW vs ENPH
+2,188.9%
-2,059.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.8% | +0.8% |
| 7D | +4.7% | -7.6% | +12.3% | +5.2% |
| 30D | -2.6% | -16.4% | +13.8% | -1.6% |
| 3M | -8.0% | -34.3% | +26.3% | -5.9% |
| 6M | -19.0% | -28.5% | +9.5% | -18.2% |
| YTD | -15.5% | -16.4% | +1.0% | -15.9% |
| 1Y | -10.8% | -12.8% | +2.0% | -11.5% |
| 3Y | +79.8% | -65.7% | +145.5% | +83.0% |
| 5Y | +59.3% | -89.4% | +148.6% | +69.9% |
| All | +129.8% | +2,188.9% | -2,059.1% | +96.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling