+73.9%
CTVA vs ENPH
-70.3%
+144.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | -4.5% | -0.1% | -4.5% | -4.5% |
| 30D | +11.3% | -10.8% | +22.2% | +12.1% |
| 3M | +12.3% | -33.8% | +46.1% | +15.5% |
| 6M | +7.2% | -16.1% | +23.3% | +6.8% |
| YTD | +26.0% | +13.4% | +12.6% | +20.5% |
| 1Y | +16.0% | -2.6% | +18.6% | +12.1% |
| 3Y | +73.9% | -70.3% | +144.2% | +83.9% |
| All | +73.9% | -70.3% | +144.2% | +83.9% |
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