-76.2%
ENPH vs CNH
+7.1%
-83.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -5.6% | +12.3% | +10.2% |
| 7D | +9.3% | +8.8% | +0.5% | +2.6% |
| 30D | -7.3% | +24.7% | -31.9% | -21.1% |
| 3M | -31.7% | +27.3% | -59.1% | -43.1% |
| 6M | -3.5% | +23.2% | -26.6% | -18.4% |
| YTD | +21.2% | +48.9% | -27.8% | -8.7% |
| 1Y | +0.1% | +19.4% | -19.4% | -13.5% |
| 3Y | -67.7% | +7.8% | -75.5% | -71.1% |
| 5Y | -76.2% | +8.7% | -85.0% | -78.2% |
| All | -76.2% | +7.1% | -83.4% | -78.2% |
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