+458.5%
FSLR vs CMI
+516.5%
-58.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.3% |
| 7D | +2.2% | -0.7% | +3.0% | +2.6% |
| 30D | -7.8% | -12.4% | +4.6% | -1.5% |
| 3M | -22.9% | -14.8% | -8.1% | -16.7% |
| 6M | +4.4% | +0.8% | +3.6% | +3.3% |
| YTD | -20.0% | +10.2% | -30.2% | -25.2% |
| 1Y | +2.8% | +37.4% | -34.6% | -14.5% |
| 3Y | +16.5% | +153.3% | -136.7% | -30.0% |
| 5Y | +110.3% | +167.6% | -57.3% | +21.1% |
| All | +458.5% | +516.5% | -58.0% | +130.8% |
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