-67.7%
ENPH vs CASY
+209.8%
-277.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.0% | +9.8% | +7.0% |
| 7D | +9.3% | -4.4% | +13.6% | +9.7% |
| 30D | -7.3% | -12.0% | +4.8% | -6.2% |
| 3M | -31.7% | -2.3% | -29.4% | -32.6% |
| 6M | -3.5% | +10.5% | -14.0% | -8.2% |
| YTD | +21.2% | +33.0% | -11.9% | +10.2% |
| 1Y | +0.1% | +41.1% | -41.1% | -10.7% |
| 3Y | -67.7% | +207.5% | -275.2% | -76.0% |
| All | -67.7% | +209.8% | -277.5% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 3y: compounded portfolio wealth divided by compounded CASY 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…
3y analysis · Full analysis span regression · 6 months rolling