+342.1%
CMG vs ENPH
+417.7%
-75.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.8% | -6.8% | -0.5% |
| 7D | -1.5% | +9.3% | -10.7% | -2.1% |
| 30D | +12.7% | -7.3% | +20.0% | +13.2% |
| 3M | +26.3% | -31.7% | +58.0% | +29.3% |
| 6M | +4.5% | -3.5% | +8.0% | +3.1% |
| YTD | -0.1% | +21.2% | -21.3% | -3.7% |
| 1Y | -6.8% | +0.1% | -6.8% | -9.1% |
| 3Y | -5.0% | -67.7% | +62.7% | -2.7% |
| 5Y | -3.0% | -76.2% | +73.2% | -0.3% |
| 10Y | +323.6% | +2,057.2% | -1,733.7% | +255.9% |
| All | +342.1% | +417.7% | -75.6% | +267.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling