+2,986.2%
CMG vs FSLR
+734.5%
+2,251.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.4% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | +7.1% | -13.7% | +20.8% | +9.1% |
| 3M | +31.2% | -35.1% | +66.2% | +37.9% |
| 6M | +0.7% | +3.6% | -3.0% | -1.1% |
| YTD | -0.1% | -21.7% | +21.6% | +1.3% |
| 1Y | -10.7% | +1.3% | -12.0% | -13.0% |
| 3Y | -4.7% | +9.7% | -14.4% | -12.5% |
| 5Y | -3.8% | +117.4% | -121.1% | -22.9% |
| 10Y | +352.5% | +435.5% | -83.0% | +199.9% |
| All | +2,986.2% | +734.5% | +2,251.7% | +1,749.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling