+177.7%
CHRW vs ENPH
+1,936.5%
-1,758.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | +4.4% | +1.5% | +2.8% | +4.3% |
| 30D | +5.5% | -12.9% | +18.4% | +6.2% |
| 3M | -17.3% | -27.1% | +9.9% | -16.1% |
| 6M | -12.7% | -15.4% | +2.8% | -12.7% |
| YTD | -4.1% | +15.0% | -19.1% | -6.1% |
| 1Y | +21.2% | -0.7% | +21.9% | +19.3% |
| 3Y | +88.9% | -69.3% | +158.2% | +93.3% |
| 5Y | +93.1% | -76.7% | +169.8% | +97.5% |
| All | +177.7% | +1,936.5% | -1,758.8% | +137.6% |
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