+21.2%
CHRW vs ENPH
-5.7%
+26.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.7% | +0.5% |
| 7D | +4.1% | +3.4% | +0.7% | +3.9% |
| 30D | +1.9% | -10.3% | +12.2% | +2.3% |
| 3M | -21.2% | -31.4% | +10.2% | -19.9% |
| 6M | -16.7% | -10.1% | -6.5% | -17.1% |
| YTD | -5.4% | +14.6% | -19.9% | -5.7% |
| 1Y | +21.2% | -3.2% | +24.4% | +20.4% |
| All | +21.2% | -5.7% | +26.8% | +20.4% |
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