+215.4%
CHRW vs ENPH
+384.9%
-169.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -1.4% | -2.4% | +1.0% | -1.3% |
| 30D | -3.5% | -6.6% | +3.2% | -3.2% |
| 3M | -19.4% | -46.8% | +27.4% | -17.0% |
| 6M | -21.4% | -14.7% | -6.6% | -21.4% |
| YTD | -7.1% | +13.5% | -20.6% | -8.9% |
| 1Y | +17.8% | -0.4% | +18.2% | +16.0% |
| 3Y | +78.8% | -71.7% | +150.5% | +83.5% |
| 5Y | +83.5% | -79.1% | +162.6% | +88.1% |
| 10Y | +160.2% | +1,898.4% | -1,738.1% | +105.7% |
| All | +215.4% | +384.9% | -169.5% | +151.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling