+402.2%
ENPH vs CNI
+295.0%
+107.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.9% |
| 7D | +1.5% | -1.1% | +2.6% | +2.6% |
| 30D | -12.9% | -3.5% | -9.3% | -9.9% |
| 3M | -27.1% | +2.2% | -29.3% | -29.2% |
| 6M | -15.4% | +15.1% | -30.5% | -26.4% |
| YTD | +15.0% | +24.7% | -9.7% | -7.1% |
| 1Y | -0.7% | +33.4% | -34.1% | -24.8% |
| 3Y | -69.3% | +19.5% | -88.8% | -74.6% |
| 5Y | -76.7% | +12.6% | -89.3% | -79.6% |
| 10Y | +1,947.8% | +134.7% | +1,813.1% | +748.5% |
| All | +402.2% | +295.0% | +107.2% | +29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling