-3.1%
CMG vs ENPH
-77.1%
+74.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.1% |
| 3M | +15.8% | -33.8% | +49.7% | +20.2% |
| 6M | +6.9% | -16.1% | +23.1% | +6.1% |
| YTD | -2.2% | +13.4% | -15.6% | -7.4% |
| 1Y | -7.1% | -2.6% | -4.5% | -10.9% |
| 3Y | -7.1% | -70.3% | +63.1% | -2.3% |
| All | -3.1% | -77.1% | +74.1% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling