+240.4%
ENPH vs CNH
+40.2%
+200.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.4% | -0.6% | -2.6% |
| 7D | -9.1% | +4.5% | -13.7% | -11.4% |
| 30D | -15.8% | +7.6% | -23.4% | -19.2% |
| 3M | -32.5% | +17.0% | -49.4% | -39.5% |
| 6M | -24.2% | +12.9% | -37.1% | -30.8% |
| YTD | -13.8% | +34.3% | -48.0% | -28.3% |
| 1Y | -15.8% | +28.5% | -44.4% | -28.6% |
| 3Y | -64.6% | +31.9% | -96.4% | -70.5% |
| 5Y | -88.1% | -9.6% | -78.5% | -88.2% |
| 10Y | +2,367.9% | +106.3% | +2,261.6% | +1,375.8% |
| All | +240.4% | +40.2% | +200.2% | +112.8% |
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