+412.6%
CSX vs ENPH
+2,696.2%
-2,283.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.6% | +2.6% |
| 7D | -2.2% | +4.1% | -6.3% | -2.5% |
| 30D | +6.8% | -11.4% | +18.2% | +7.5% |
| 3M | +0.7% | -30.5% | +31.2% | +3.0% |
| 6M | +13.3% | -20.2% | +33.5% | +13.4% |
| YTD | +40.5% | -9.3% | +49.8% | +38.0% |
| 1Y | +44.7% | -3.8% | +48.4% | +41.3% |
| 3Y | +74.5% | -61.5% | +136.0% | +76.3% |
| 5Y | +52.0% | -87.9% | +139.8% | +63.6% |
| 10Y | +412.6% | +2,519.8% | -2,107.2% | +330.8% |
| All | +412.6% | +2,696.2% | -2,283.5% | +330.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling