+82.1%
CHRW vs ENPH
-65.3%
+147.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -1.7% |
| 3M | -8.0% | -34.3% | +26.3% | -6.2% |
| 6M | -19.0% | -28.5% | +9.5% | -18.3% |
| YTD | -15.5% | -16.4% | +1.0% | -15.6% |
| 1Y | -10.8% | -12.8% | +2.0% | -11.1% |
| All | +82.1% | -65.3% | +147.4% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling