+325.9%
CMG vs FSLR
+429.3%
-103.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +2.5% | -14.8% | +17.3% | +4.4% |
| 30D | +15.6% | -4.3% | +19.9% | +16.1% |
| 3M | +8.2% | -23.4% | +31.6% | +11.4% |
| 6M | +9.9% | -26.9% | +36.8% | +12.7% |
| YTD | -4.6% | -34.4% | +29.7% | -1.6% |
| 1Y | +12.4% | -33.2% | +45.6% | +15.5% |
| 3Y | -18.0% | +28.1% | -46.0% | -28.0% |
| 5Y | -5.3% | +54.5% | -59.8% | -24.9% |
| All | +325.9% | +429.3% | -103.4% | +172.4% |
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