-87.9%
ENPH vs CNH
-6.4%
-81.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.9% | -8.8% | -4.6% |
| 7D | +4.1% | +8.6% | -4.4% | -1.4% |
| 30D | -11.4% | +12.6% | -23.9% | -18.0% |
| 3M | -30.5% | +17.5% | -48.1% | -39.6% |
| 6M | -20.2% | +18.1% | -38.3% | -31.2% |
| YTD | -9.3% | +40.4% | -49.7% | -30.4% |
| 1Y | -3.8% | +34.0% | -37.8% | -24.1% |
| 3Y | -61.5% | +35.3% | -96.8% | -70.6% |
| 5Y | -87.9% | -5.1% | -82.8% | -88.5% |
| All | -87.9% | -6.4% | -81.5% | -88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling