+115.6%
CTAS vs ENPH
-89.7%
+205.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.4% |
| 7D | +1.7% | -8.4% | +10.2% | +2.4% |
| 30D | +8.4% | -11.2% | +19.6% | +9.1% |
| 3M | +13.0% | -36.1% | +49.1% | +16.3% |
| 6M | +39.1% | -37.9% | +77.0% | +41.4% |
| YTD | +21.2% | -18.7% | +39.9% | +18.4% |
| 1Y | +21.6% | -9.8% | +31.4% | +17.5% |
| 3Y | +73.2% | -66.8% | +140.1% | +73.6% |
| All | +115.6% | -89.7% | +205.3% | +163.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling