+34.8%
CTSH vs ENPH
+2,128.2%
-2,093.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.0% | -0.4% |
| 7D | -2.1% | -8.4% | +6.3% | -1.5% |
| 30D | +1.4% | -11.2% | +12.6% | +2.0% |
| 3M | +7.5% | -36.1% | +43.5% | +10.8% |
| 6M | +39.6% | -37.9% | +77.5% | +42.2% |
| YTD | -22.3% | -18.7% | -3.6% | -23.8% |
| 1Y | -12.0% | -9.8% | -2.1% | -14.4% |
| 3Y | +1.8% | -66.8% | +68.6% | +3.5% |
| 5Y | -15.8% | -89.6% | +73.8% | -7.8% |
| All | +34.8% | +2,128.2% | -2,093.4% | +0.5% |
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