-77.3%
ENPH vs CNI
+12.6%
-89.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -2.2% |
| 7D | -0.1% | -0.4% | +0.3% | +0.3% |
| 30D | -10.8% | -2.7% | -8.1% | -8.7% |
| 3M | -33.8% | +3.9% | -37.7% | -36.6% |
| 6M | -16.1% | +16.4% | -32.5% | -27.5% |
| YTD | +13.4% | +25.8% | -12.4% | -9.0% |
| 1Y | -2.6% | +32.4% | -35.0% | -25.6% |
| 3Y | -70.3% | +19.1% | -89.3% | -75.2% |
| All | -77.3% | +12.6% | -89.9% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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