+726.4%
FSLR vs CMI
+2,719.2%
-1,992.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -3.1% |
| 7D | 0.0% | -0.7% | +0.7% | +0.3% |
| 30D | -13.7% | -13.4% | -0.2% | -6.1% |
| 3M | -35.1% | -17.0% | -18.1% | -27.7% |
| 6M | +3.6% | -1.6% | +5.3% | +3.6% |
| YTD | -21.7% | +11.0% | -32.7% | -28.2% |
| 1Y | +1.3% | +41.9% | -40.6% | -20.2% |
| 3Y | +9.7% | +151.8% | -142.1% | -39.8% |
| 5Y | +117.4% | +163.6% | -46.2% | +13.0% |
| 10Y | +435.5% | +472.9% | -37.4% | +59.6% |
| All | +726.4% | +2,719.2% | -1,992.8% | -29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling