+2,186.8%
ENPH vs CNH
+106.0%
+2,080.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.1% | -2.4% |
| 7D | -8.4% | +3.0% | -11.5% | -10.1% |
| 30D | -11.2% | -0.6% | -10.6% | -11.0% |
| 3M | -36.1% | +14.6% | -50.7% | -42.3% |
| 6M | -37.9% | +11.8% | -49.7% | -43.3% |
| YTD | -18.7% | +30.4% | -49.1% | -31.8% |
| 1Y | -9.8% | +19.1% | -28.9% | -20.6% |
| 3Y | -66.8% | +30.2% | -97.0% | -72.4% |
| 5Y | -89.6% | -17.8% | -71.8% | -89.3% |
| All | +2,186.8% | +106.0% | +2,080.8% | +1,133.4% |
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