+391.0%
CMS vs ENPH
+384.9%
+6.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +0.4% | -2.4% | +2.7% | +0.4% |
| 30D | -3.6% | -6.6% | +3.0% | -3.5% |
| 3M | -1.9% | -46.8% | +44.9% | -0.6% |
| 6M | -11.0% | -14.7% | +3.8% | -11.1% |
| YTD | +0.2% | +13.5% | -13.3% | -0.9% |
| 1Y | -1.3% | -0.4% | -0.9% | -2.2% |
| 3Y | +35.9% | -71.7% | +107.7% | +37.5% |
| 5Y | +23.1% | -79.1% | +102.2% | +24.4% |
| 10Y | +117.9% | +1,898.4% | -1,780.4% | +97.9% |
| All | +391.0% | +384.9% | +6.0% | +342.3% |
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