+37.1%
CTSH vs ENPH
+2,496.3%
-2,459.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.1% |
| 7D | -2.1% | -10.3% | +8.2% | -1.3% |
| 30D | +8.0% | -10.1% | +18.1% | +8.5% |
| 3M | +10.6% | -33.1% | +43.7% | +13.6% |
| 6M | +32.5% | -24.8% | +57.4% | +32.8% |
| YTD | -21.0% | -11.7% | -9.3% | -22.9% |
| 1Y | -9.9% | -8.2% | -1.7% | -12.5% |
| 3Y | +3.1% | -63.7% | +66.8% | +4.1% |
| 5Y | -13.4% | -88.7% | +75.3% | -5.8% |
| 10Y | +37.1% | +2,382.5% | -2,345.3% | +1.6% |
| All | +37.1% | +2,496.3% | -2,459.2% | +1.6% |
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