+433.7%
CNQ vs ENPH
+384.7%
+49.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +6.2% | -10.8% | +17.0% | +7.3% |
| 3M | +12.4% | -33.8% | +46.2% | +16.7% |
| 6M | +9.0% | -16.1% | +25.1% | +8.7% |
| YTD | +52.2% | +13.4% | +38.8% | +45.1% |
| 1Y | +65.0% | -2.6% | +67.6% | +59.1% |
| 3Y | +78.8% | -70.3% | +149.1% | +87.8% |
| 5Y | +286.0% | -77.0% | +363.0% | +299.2% |
| 10Y | +420.7% | +1,919.4% | -1,498.7% | +210.0% |
| All | +433.7% | +384.7% | +49.1% | +233.5% |
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