+321.2%
CMG vs FSLR
+461.4%
-140.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | 0.0% |
| 7D | -3.8% | -0.1% | -3.7% | -3.8% |
| 30D | +12.9% | -14.0% | +26.9% | +14.9% |
| 3M | +18.8% | -16.9% | +35.7% | +20.9% |
| 6M | +4.1% | +4.7% | -0.7% | +1.9% |
| YTD | -2.4% | -20.7% | +18.3% | -1.3% |
| 1Y | -6.7% | +1.7% | -8.3% | -9.3% |
| 3Y | -7.1% | +13.1% | -20.2% | -15.8% |
| 5Y | -5.0% | +108.4% | -113.4% | -27.5% |
| All | +321.2% | +461.4% | -140.2% | +158.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling