+86.0%
CHRW vs ENPH
-68.2%
+154.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.8% | -5.1% | +1.4% |
| 7D | +1.9% | +9.3% | -7.3% | +1.5% |
| 30D | +0.9% | -7.3% | +8.2% | +1.2% |
| 3M | -19.9% | -31.7% | +11.9% | -18.6% |
| 6M | -15.8% | -3.5% | -12.3% | -16.4% |
| YTD | -5.6% | +21.2% | -26.7% | -7.3% |
| 1Y | +21.0% | +0.1% | +21.0% | +19.6% |
| 3Y | +86.0% | -67.7% | +153.7% | +85.4% |
| All | +86.0% | -68.2% | +154.2% | +85.4% |
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 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