+530.9%
CRH vs ENPH
+384.7%
+146.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.1% |
| 7D | -6.1% | -0.1% | -6.0% | -6.1% |
| 30D | -9.3% | -10.8% | +1.6% | -8.4% |
| 3M | -15.2% | -33.8% | +18.6% | -12.3% |
| 6M | -14.2% | -16.1% | +1.9% | -14.1% |
| YTD | -28.3% | +13.4% | -41.7% | -30.7% |
| 1Y | -21.8% | -2.6% | -19.2% | -23.7% |
| 3Y | +71.6% | -70.3% | +141.9% | +79.2% |
| 5Y | +96.6% | -77.0% | +173.6% | +103.9% |
| 10Y | +253.8% | +1,919.4% | -1,665.6% | +138.2% |
| All | +530.9% | +384.7% | +146.2% | +328.0% |
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