+1.7%
FSLR vs CMI
+40.9%
-39.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.4% |
| 7D | -0.1% | +0.8% | -1.0% | -0.5% |
| 30D | -14.0% | -12.8% | -1.2% | -8.2% |
| 3M | -16.9% | -12.4% | -4.4% | -11.6% |
| 6M | +4.7% | -0.9% | +5.6% | +5.1% |
| YTD | -20.7% | +8.9% | -29.6% | -25.6% |
| 1Y | +1.7% | +37.7% | -36.0% | -10.3% |
| All | +1.7% | +40.9% | -39.2% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling