+322.0%
CMG vs ENPH
+1,908.3%
-1,586.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.3% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | +10.9% | -10.8% | +21.7% | +12.0% |
| 3M | +15.8% | -33.8% | +49.7% | +19.7% |
| 6M | +6.9% | -16.1% | +23.1% | +6.5% |
| YTD | -2.2% | +13.4% | -15.6% | -6.2% |
| 1Y | -7.1% | -2.6% | -4.5% | -9.9% |
| 3Y | -7.1% | -70.3% | +63.1% | -3.5% |
| 5Y | -4.8% | -77.0% | +72.2% | -1.3% |
| All | +322.0% | +1,908.3% | -1,586.3% | +288.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling