+136.2%
CMS vs ENPH
+2,188.9%
-2,052.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.8% | -0.4% |
| 7D | -1.3% | -7.6% | +6.3% | -1.1% |
| 30D | +5.3% | -16.4% | +21.6% | +5.7% |
| 3M | -0.3% | -34.3% | +34.0% | +0.7% |
| 6M | -4.0% | -28.5% | +24.5% | -3.8% |
| YTD | +2.1% | -16.4% | +18.6% | +1.4% |
| 1Y | -4.7% | -12.8% | +8.1% | -5.5% |
| 3Y | +36.8% | -65.7% | +102.5% | +37.8% |
| 5Y | +34.9% | -89.4% | +124.2% | +39.3% |
| All | +136.2% | +2,188.9% | -2,052.7% | +117.9% |
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