+454.3%
FSLR vs CMS
+117.1%
+337.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.2% |
| 7D | +6.8% | +1.2% | +5.6% | +6.5% |
| 30D | -14.7% | -3.2% | -11.6% | -14.1% |
| 3M | -22.6% | -2.2% | -20.4% | -22.4% |
| 6M | +12.7% | -9.4% | +22.1% | +14.9% |
| YTD | -18.4% | +0.7% | -19.0% | -19.0% |
| 1Y | +4.9% | +0.4% | +4.6% | +4.1% |
| 3Y | +16.4% | +35.2% | -18.8% | +5.8% |
| 5Y | +123.5% | +24.1% | +99.3% | +105.8% |
| 10Y | +454.3% | +115.8% | +338.5% | +307.1% |
| All | +454.3% | +117.1% | +337.2% | +307.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CMS 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling