+24.1%
CMS vs ENPH
-77.3%
+101.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.3% | +0.3% |
| 7D | +1.2% | +9.3% | -8.0% | +1.0% |
| 30D | -3.2% | -7.3% | +4.1% | -3.0% |
| 3M | -2.2% | -31.7% | +29.5% | -1.3% |
| 6M | -9.4% | -3.5% | -6.0% | -10.0% |
| YTD | +0.7% | +21.2% | -20.5% | -1.2% |
| 1Y | +0.4% | +0.1% | +0.3% | -1.0% |
| 3Y | +35.2% | -67.7% | +102.9% | +36.9% |
| 5Y | +24.1% | -76.2% | +100.4% | +29.4% |
| All | +24.1% | -77.3% | +101.5% | +29.4% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling