+395.5%
ENPH vs CASY
+1,403.1%
-1,007.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -2.4% | +0.1% | -2.4% | -2.4% |
| 30D | -6.6% | -11.3% | +4.7% | -2.9% |
| 3M | -46.8% | -0.6% | -46.2% | -48.2% |
| 6M | -14.7% | +10.7% | -25.5% | -21.0% |
| YTD | +13.5% | +37.1% | -23.6% | -4.0% |
| 1Y | -0.4% | +52.3% | -52.7% | -19.9% |
| 3Y | -71.7% | +215.2% | -286.9% | -84.0% |
| 5Y | -79.1% | +276.5% | -355.6% | -89.2% |
| 10Y | +1,898.4% | +508.4% | +1,390.0% | +686.4% |
| All | +395.5% | +1,403.1% | -1,007.6% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling