+66.3%
CTAS vs ENPH
-68.2%
+134.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.8% | -6.7% | -0.1% |
| 7D | 0.0% | +9.3% | -9.3% | -0.2% |
| 30D | -1.0% | -7.3% | +6.3% | -0.9% |
| 3M | +15.8% | -31.7% | +47.5% | +16.8% |
| 6M | -1.0% | -3.5% | +2.5% | -1.8% |
| YTD | +7.4% | +21.2% | -13.7% | +5.2% |
| 1Y | -0.1% | +0.1% | -0.2% | -1.6% |
| 3Y | +66.3% | -67.7% | +134.0% | +70.9% |
| All | +66.3% | -68.2% | +134.5% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling