+109.6%
CTAS vs ENPH
-77.5%
+187.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | +0.1% |
| 7D | +1.0% | +3.4% | -2.4% | +0.7% |
| 30D | -1.1% | -10.3% | +9.2% | -0.4% |
| 3M | +11.5% | -31.4% | +42.9% | +14.1% |
| 6M | +0.2% | -10.1% | +10.3% | -0.9% |
| YTD | +7.2% | +14.6% | -7.4% | +2.7% |
| 1Y | 0.0% | -3.2% | +3.2% | -3.0% |
| 3Y | +65.9% | -69.5% | +135.4% | +73.2% |
| 5Y | +109.6% | -77.2% | +186.8% | +127.0% |
| All | +109.6% | -77.5% | +187.1% | +127.0% |
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