-11.3%
CTSH vs ENPH
-68.2%
+56.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +6.8% | -10.6% | -4.0% |
| 7D | -5.5% | +9.3% | -14.7% | -5.7% |
| 30D | +4.5% | -7.3% | +11.8% | +4.7% |
| 3M | +13.7% | -31.7% | +45.5% | +15.1% |
| 6M | -8.4% | -3.5% | -4.9% | -9.4% |
| YTD | -26.5% | +21.2% | -47.7% | -28.6% |
| 1Y | -13.9% | +0.1% | -14.0% | -15.8% |
| 3Y | -11.3% | -67.7% | +56.4% | -11.4% |
| All | -11.3% | -68.2% | +56.9% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling