+1,940.0%
ENPH vs CNH
+157.1%
+1,782.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.2% | -7.6% | -6.6% |
| 7D | +3.4% | +1.8% | +1.5% | +1.9% |
| 30D | -10.3% | +32.6% | -42.9% | -24.6% |
| 3M | -31.4% | +29.4% | -60.8% | -41.7% |
| 6M | -10.1% | +26.0% | -36.1% | -23.0% |
| YTD | +14.6% | +52.2% | -37.6% | -10.9% |
| 1Y | -3.2% | +23.9% | -27.1% | -16.1% |
| 3Y | -69.5% | +10.1% | -79.6% | -72.3% |
| 5Y | -77.2% | +13.2% | -90.4% | -79.9% |
| 10Y | +1,940.0% | +160.7% | +1,779.3% | +947.1% |
| All | +1,940.0% | +157.1% | +1,782.9% | +947.1% |
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