-78.4%
ENPH vs CASY
+276.6%
-355.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -2.4% | +0.1% | -2.4% | -2.4% |
| 30D | -6.6% | -11.3% | +4.7% | -4.0% |
| 3M | -46.8% | -0.6% | -46.2% | -47.9% |
| 6M | -14.7% | +10.7% | -25.5% | -20.4% |
| YTD | +13.5% | +37.1% | -23.6% | -2.5% |
| 1Y | -0.4% | +52.3% | -52.7% | -18.4% |
| 3Y | -71.7% | +215.2% | -286.9% | -84.2% |
| All | -78.4% | +276.6% | -355.1% | -89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling