-14.8%
CTSH vs ENPH
-77.3%
+62.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +6.8% | -10.6% | -4.2% |
| 7D | -5.5% | +9.3% | -14.7% | -6.0% |
| 30D | +4.5% | -7.3% | +11.8% | +4.9% |
| 3M | +13.7% | -31.7% | +45.5% | +16.1% |
| 6M | -8.4% | -3.5% | -4.9% | -9.8% |
| YTD | -26.5% | +21.2% | -47.7% | -29.6% |
| 1Y | -13.9% | +0.1% | -14.0% | -16.6% |
| 3Y | -11.3% | -67.7% | +56.4% | -9.0% |
| 5Y | -14.8% | -76.2% | +61.4% | -12.7% |
| All | -14.8% | -77.3% | +62.5% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling