+10.9%
CMG vs FSLR
-24.3%
+35.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.6% | +1.2% | +6.0% |
| 7D | +22.5% | +10.3% | +12.2% | +23.0% |
| 30D | +14.1% | +10.4% | +3.7% | +14.6% |
| 3M | +4.1% | -20.2% | +24.2% | +2.8% |
| 6M | +10.1% | -8.0% | +18.1% | +7.8% |
| YTD | -4.9% | -25.5% | +20.7% | -6.5% |
| 1Y | +10.9% | -26.0% | +36.9% | +8.2% |
| All | +10.9% | -24.3% | +35.2% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 1y: compounded portfolio wealth divided by compounded FSLR 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…
1y analysis · Full analysis span regression · 6 months rolling