+258.1%
ENPH vs CNH
+46.6%
+211.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.9% | -8.8% | -3.6% |
| 7D | +4.1% | +8.6% | -4.4% | -0.6% |
| 30D | -11.4% | +12.6% | -23.9% | -17.0% |
| 3M | -30.5% | +17.5% | -48.1% | -37.9% |
| 6M | -20.2% | +18.1% | -38.3% | -29.0% |
| YTD | -9.3% | +40.4% | -49.7% | -26.4% |
| 1Y | -3.8% | +34.0% | -37.8% | -20.2% |
| 3Y | -61.5% | +35.3% | -96.8% | -68.5% |
| 5Y | -87.9% | -5.1% | -82.8% | -88.3% |
| 10Y | +2,519.8% | +124.0% | +2,395.8% | +1,402.8% |
| All | +258.1% | +46.6% | +211.5% | +118.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling