+32.0%
CTVA vs ENPH
+8.1%
+23.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.7% | -0.5% | +3.1% |
| 7D | +8.2% | +26.3% | -18.0% | +7.5% |
| 30D | -1.0% | -5.7% | +4.6% | -1.1% |
| 3M | +4.6% | -24.5% | +29.0% | +4.9% |
| 6M | +0.5% | -3.0% | +3.5% | -0.6% |
| YTD | +22.7% | -1.6% | +24.3% | +18.4% |
| 1Y | +32.0% | +8.8% | +23.2% | +24.7% |
| All | +32.0% | +8.1% | +23.8% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling