+67.8%
CSX vs ENPH
-78.8%
+146.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -3.4% | -2.4% | -1.0% | -3.2% |
| 30D | -3.1% | -6.6% | +3.5% | -2.7% |
| 3M | +7.2% | -46.8% | +54.0% | +11.2% |
| 6M | +16.2% | -14.7% | +30.9% | +15.8% |
| YTD | +37.5% | +13.5% | +24.1% | +33.4% |
| 1Y | +53.2% | -0.4% | +53.6% | +49.5% |
| 3Y | +68.2% | -71.7% | +140.0% | +74.7% |
| All | +67.8% | -78.8% | +146.6% | +75.2% |
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