-7.3%
CMG vs ENPH
-69.9%
+62.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | -3.8% | +1.5% | -5.3% | -3.9% |
| 30D | +12.9% | -12.9% | +25.8% | +13.6% |
| 3M | +18.8% | -27.1% | +45.9% | +20.1% |
| 6M | +4.1% | -15.4% | +19.5% | +3.3% |
| YTD | -2.4% | +15.0% | -17.4% | -5.1% |
| 1Y | -6.7% | -0.7% | -6.0% | -8.9% |
| All | -7.3% | -69.9% | +62.6% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling