+105.2%
CTVA vs ENPH
-77.4%
+182.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -4.7% | +1.5% | -6.2% | -4.8% |
| 30D | +11.1% | -12.9% | +23.9% | +12.2% |
| 3M | +13.7% | -27.1% | +40.8% | +16.1% |
| 6M | +11.2% | -15.4% | +26.7% | +10.8% |
| YTD | +26.9% | +15.0% | +11.9% | +21.6% |
| 1Y | +18.8% | -0.7% | +19.5% | +14.9% |
| 3Y | +75.9% | -69.3% | +145.3% | +83.7% |
| 5Y | +105.2% | -76.7% | +181.9% | +116.7% |
| All | +105.2% | -77.4% | +182.6% | +116.7% |
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