+90.3%
CTSH vs ENPH
+257.1%
-166.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | -0.7% |
| 7D | -4.2% | -7.6% | +3.4% | -3.7% |
| 30D | +3.9% | -16.4% | +20.3% | +4.9% |
| 3M | +10.2% | -34.3% | +44.5% | +12.9% |
| 6M | +35.3% | -28.5% | +63.8% | +36.1% |
| YTD | -21.8% | -16.4% | -5.4% | -23.0% |
| 1Y | -12.1% | -12.8% | +0.7% | -13.8% |
| 3Y | +2.0% | -65.7% | +67.7% | +3.5% |
| 5Y | -15.3% | -89.4% | +74.1% | -8.8% |
| 10Y | +35.7% | +2,249.1% | -2,213.4% | +1.9% |
| All | +90.3% | +257.1% | -166.8% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling