+86.0%
CTSH vs ENPH
+384.9%
-299.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.6% |
| 7D | -2.7% | -2.4% | -0.3% | -2.5% |
| 30D | +12.4% | -6.6% | +19.0% | +12.8% |
| 3M | +17.4% | -46.8% | +64.2% | +21.8% |
| 6M | -3.1% | -14.7% | +11.7% | -3.6% |
| YTD | -23.6% | +13.5% | -37.0% | -26.0% |
| 1Y | -10.8% | -0.4% | -10.4% | -13.2% |
| 3Y | -8.3% | -71.7% | +63.4% | -5.3% |
| 5Y | -11.3% | -79.1% | +67.8% | -8.8% |
| 10Y | +22.6% | +1,898.4% | -1,875.7% | -7.9% |
| All | +86.0% | +384.9% | -299.0% | +40.7% |
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 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