+224.3%
CTVA vs ENPH
+162.5%
+61.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.8% | -9.0% | -2.9% |
| 7D | -2.1% | +9.3% | -11.3% | -3.0% |
| 30D | +12.0% | -7.3% | +19.3% | +12.7% |
| 3M | +13.5% | -31.7% | +45.2% | +17.2% |
| 6M | +12.1% | -3.5% | +15.6% | +10.1% |
| YTD | +29.0% | +21.2% | +7.9% | +22.1% |
| 1Y | +18.9% | +0.1% | +18.8% | +14.3% |
| 3Y | +78.9% | -67.7% | +146.6% | +86.8% |
| 5Y | +105.2% | -76.2% | +181.5% | +111.4% |
| All | +224.3% | +162.5% | +61.7% | +120.4% |
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