+404.5%
CMS vs ENPH
+268.5%
+136.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.0% | +5.3% | +0.4% |
| 7D | +0.5% | -9.1% | +9.6% | +0.7% |
| 30D | +7.4% | -15.8% | +23.2% | +7.8% |
| 3M | +1.9% | -32.5% | +34.3% | +2.7% |
| 6M | -2.3% | -24.2% | +21.8% | -2.2% |
| YTD | +3.0% | -13.8% | +16.7% | +2.4% |
| 1Y | -2.8% | -15.8% | +13.1% | -3.3% |
| 3Y | +37.9% | -64.6% | +102.5% | +38.7% |
| 5Y | +34.0% | -88.1% | +122.0% | +37.1% |
| 10Y | +138.1% | +2,367.9% | -2,229.7% | +116.1% |
| All | +404.5% | +268.5% | +136.0% | +356.9% |
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 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