+34.7%
CMS vs ENPH
-88.2%
+122.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -2.1% |
| 7D | -1.3% | +11.0% | -12.3% | -1.6% |
| 30D | +6.3% | -15.0% | +21.3% | +6.7% |
| 3M | -2.1% | -28.2% | +26.2% | -1.3% |
| 6M | -5.1% | -20.5% | +15.4% | -5.3% |
| YTD | +1.3% | -11.2% | +12.4% | -0.1% |
| 1Y | -1.4% | -8.7% | +7.3% | -2.9% |
| 3Y | +36.9% | -63.6% | +100.5% | +37.7% |
| All | +34.7% | -88.2% | +122.8% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling