+2,339.1%
CTAS vs ENPH
+384.9%
+1,954.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.8% | -2.4% | +0.5% | -1.7% |
| 30D | -0.2% | -6.6% | +6.4% | +0.2% |
| 3M | +11.7% | -46.8% | +58.5% | +16.0% |
| 6M | +0.7% | -14.7% | +15.5% | +0.4% |
| YTD | +7.4% | +13.5% | -6.1% | +4.0% |
| 1Y | -2.1% | -0.4% | -1.7% | -4.6% |
| 3Y | +62.9% | -71.7% | +134.7% | +68.5% |
| 5Y | +111.9% | -79.1% | +191.0% | +119.3% |
| 10Y | +652.2% | +1,898.4% | -1,246.2% | +491.4% |
| All | +2,339.1% | +384.9% | +1,954.2% | +1,838.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling