+115.8%
CMS vs ENPH
+2,033.5%
-1,917.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | -1.4% |
| 6M | -9.4% | -3.5% | -6.0% | -9.9% |
| YTD | +0.7% | +21.2% | -20.5% | -0.9% |
| 1Y | +0.4% | +0.1% | +0.3% | -0.7% |
| 3Y | +35.2% | -67.7% | +102.9% | +36.5% |
| 5Y | +24.1% | -76.2% | +100.4% | +25.4% |
| 10Y | +115.8% | +2,057.2% | -1,941.4% | +97.6% |
| All | +115.8% | +2,033.5% | -1,917.7% | +97.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling