-33.6%
FSLR vs CMS
-0.8%
-32.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.9% | -5.5% |
| 7D | -2.6% | +0.5% | -3.1% | -2.6% |
| 30D | +1.8% | +7.4% | -5.6% | +2.0% |
| 3M | -24.4% | +1.9% | -26.2% | -24.8% |
| 6M | -17.7% | -2.3% | -15.4% | -19.3% |
| YTD | -30.7% | +3.0% | -33.7% | -35.7% |
| 1Y | -33.6% | -2.8% | -30.8% | -35.5% |
| All | -33.6% | -0.8% | -32.9% | -35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling