-5.7%
CMG vs FSLR
+112.6%
-118.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.8% | +2.2% | -2.1% |
| 7D | -6.5% | +0.2% | -6.7% | -6.5% |
| 30D | +12.1% | -15.1% | +27.2% | +13.5% |
| 3M | +20.6% | -22.5% | +43.1% | +22.7% |
| 6M | +2.1% | +4.0% | -1.9% | +0.4% |
| YTD | -2.6% | -22.3% | +19.6% | -1.8% |
| 1Y | -8.7% | 0.0% | -8.7% | -10.7% |
| 3Y | -7.4% | +10.9% | -18.2% | -14.3% |
| 5Y | -5.7% | +105.4% | -111.0% | -34.5% |
| All | -5.7% | +112.6% | -118.3% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling