+418.1%
FSLR vs CMI
+320.3%
+97.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | -14.8% | +0.5% | -15.3% | -15.1% |
| 30D | -4.3% | -14.0% | +9.7% | +2.9% |
| 3M | -23.4% | -28.1% | +4.8% | -9.6% |
| 6M | -26.9% | -35.8% | +8.9% | -8.9% |
| YTD | -34.4% | -10.5% | -23.9% | -32.1% |
| 1Y | -33.2% | -1.9% | -31.3% | -34.1% |
| 3Y | +28.1% | +121.0% | -92.9% | -18.6% |
| 5Y | +54.5% | +114.6% | -60.0% | -1.7% |
| All | +418.1% | +320.3% | +97.8% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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