+347.9%
ENPH vs CNH
+64.7%
+283.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.9% | -2.0% |
| 7D | -2.4% | +23.3% | -25.7% | -13.3% |
| 30D | -6.6% | +33.5% | -40.1% | -21.1% |
| 3M | -46.8% | +32.7% | -79.5% | -55.0% |
| 6M | -14.7% | +22.2% | -36.9% | -25.0% |
| YTD | +13.5% | +57.7% | -44.2% | -12.4% |
| 1Y | -0.4% | +28.0% | -28.4% | -14.4% |
| 3Y | -71.7% | +11.5% | -83.3% | -74.3% |
| 5Y | -79.1% | +11.9% | -91.0% | -81.3% |
| 10Y | +1,898.4% | +162.8% | +1,735.6% | +964.3% |
| All | +347.9% | +64.7% | +283.2% | +160.1% |
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 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