+813.4%
CTAS vs ENPH
+2,128.2%
-1,314.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.3% |
| 7D | +1.7% | -8.4% | +10.2% | +2.5% |
| 30D | +8.4% | -11.2% | +19.6% | +9.3% |
| 3M | +13.0% | -36.1% | +49.1% | +17.0% |
| 6M | +39.1% | -37.9% | +77.0% | +42.3% |
| YTD | +21.2% | -18.7% | +39.9% | +19.0% |
| 1Y | +21.6% | -9.8% | +31.4% | +18.1% |
| 3Y | +73.2% | -66.8% | +140.1% | +76.6% |
| 5Y | +115.7% | -89.6% | +205.4% | +141.1% |
| All | +813.4% | +2,128.2% | -1,314.8% | +580.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 10y: compounded portfolio wealth divided by compounded ENPH 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…
10y analysis · Full analysis span regression · 6 months rolling