+418.1%
FSLR vs CMS
+140.2%
+277.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.9% |
| 7D | -14.8% | +1.7% | -16.5% | -15.1% |
| 30D | -4.3% | +6.2% | -10.5% | -5.7% |
| 3M | -23.4% | +0.6% | -24.0% | -23.6% |
| 6M | -26.9% | -1.8% | -25.2% | -27.1% |
| YTD | -34.4% | +3.8% | -38.2% | -35.4% |
| 1Y | -33.2% | -1.8% | -31.4% | -33.3% |
| 3Y | +28.1% | +39.8% | -11.8% | +15.5% |
| 5Y | +54.5% | +37.1% | +17.4% | +39.0% |
| All | +418.1% | +140.2% | +277.9% | +264.3% |
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