+59.2%
CSX vs ENPH
-89.4%
+148.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.3% | +1.3% |
| 7D | +3.1% | -7.6% | +10.6% | +3.6% |
| 30D | +9.7% | -16.4% | +26.1% | +10.7% |
| 3M | +4.9% | -34.3% | +39.2% | +7.5% |
| 6M | +18.4% | -28.5% | +46.9% | +19.2% |
| YTD | +45.9% | -16.4% | +62.3% | +43.7% |
| 1Y | +50.0% | -12.8% | +62.8% | +47.2% |
| 3Y | +78.0% | -65.7% | +143.7% | +79.8% |
| 5Y | +59.2% | -89.4% | +148.5% | +73.8% |
| All | +59.2% | -89.4% | +148.5% | +73.8% |
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 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