+2,367.9%
ENPH vs CNH
+107.8%
+2,260.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.4% | -0.6% | -2.6% |
| 7D | -9.1% | +4.5% | -13.7% | -11.5% |
| 30D | -15.8% | +7.6% | -23.4% | -19.3% |
| 3M | -32.5% | +17.0% | -49.4% | -39.8% |
| 6M | -24.2% | +12.9% | -37.1% | -31.1% |
| YTD | -13.8% | +34.3% | -48.0% | -28.9% |
| 1Y | -15.8% | +28.5% | -44.4% | -29.1% |
| 3Y | -64.6% | +31.9% | -96.4% | -70.8% |
| 5Y | -88.1% | -9.6% | -78.5% | -88.2% |
| 10Y | +2,367.9% | +106.3% | +2,261.6% | +1,259.5% |
| All | +2,367.9% | +107.8% | +2,260.0% | +1,259.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling