-3.2%
ENPH vs CNH
+22.6%
-25.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.2% | -7.6% | -6.7% |
| 7D | +3.4% | +1.8% | +1.5% | +1.6% |
| 30D | -10.3% | +32.6% | -42.9% | -26.9% |
| 3M | -31.4% | +29.4% | -60.8% | -43.5% |
| 6M | -10.1% | +26.0% | -36.1% | -24.8% |
| YTD | +14.6% | +52.2% | -37.6% | -13.7% |
| 1Y | -3.2% | +23.9% | -27.1% | -23.1% |
| All | -3.2% | +22.6% | -25.8% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling