+12.4%
CNQ vs ENPH
-29.7%
+42.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.6% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +6.2% | -10.8% | +17.0% | +5.5% |
| 3M | +12.4% | -33.8% | +46.2% | +8.4% |
| All | +12.4% | -29.7% | +42.1% | +8.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling