+21.0%
CTSH vs ENPH
+1,928.7%
-1,907.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.4% | +2.6% | -2.5% |
| 7D | -8.2% | +3.4% | -11.6% | -8.5% |
| 30D | +0.4% | -10.3% | +10.7% | +1.2% |
| 3M | +10.6% | -31.4% | +42.0% | +13.2% |
| 6M | -8.8% | -10.1% | +1.3% | -9.8% |
| YTD | -28.6% | +14.6% | -43.2% | -31.5% |
| 1Y | -15.9% | -3.2% | -12.7% | -18.4% |
| 3Y | -13.9% | -69.5% | +55.6% | -11.2% |
| 5Y | -17.1% | -77.2% | +60.1% | -15.1% |
| 10Y | +21.0% | +1,940.0% | -1,919.0% | -11.0% |
| All | +21.0% | +1,928.7% | -1,907.7% | -11.0% |
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 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