+466.4%
FSLR vs CMS
+134.3%
+332.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.9% | -5.6% |
| 7D | -2.6% | +0.5% | -3.1% | -2.8% |
| 30D | +1.8% | +7.4% | -5.6% | 0.0% |
| 3M | -24.4% | +1.9% | -26.2% | -24.8% |
| 6M | -17.7% | -2.3% | -15.4% | -17.7% |
| YTD | -30.7% | +3.0% | -33.7% | -31.7% |
| 1Y | -33.6% | -2.8% | -30.8% | -33.6% |
| 3Y | +35.1% | +37.9% | -2.8% | +22.3% |
| 5Y | +63.1% | +34.0% | +29.1% | +47.6% |
| 10Y | +466.4% | +138.1% | +328.3% | +304.1% |
| All | +466.4% | +134.3% | +332.1% | +304.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling