+562.9%
CMI vs ENPH
+389.6%
+173.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | -0.7% |
| 7D | +0.7% | +3.4% | -2.7% | +0.4% |
| 30D | -12.3% | -10.3% | -2.0% | -11.5% |
| 3M | -16.8% | -31.4% | +14.6% | -14.3% |
| 6M | +1.5% | -10.1% | +11.7% | +1.3% |
| YTD | +9.8% | +14.6% | -4.8% | +6.6% |
| 1Y | +42.6% | -3.2% | +45.8% | +39.9% |
| 3Y | +151.0% | -69.5% | +220.4% | +161.8% |
| 5Y | +167.0% | -77.2% | +244.3% | +177.3% |
| 10Y | +512.2% | +1,940.0% | -1,427.8% | +317.5% |
| All | +562.9% | +389.6% | +173.3% | +358.3% |
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 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