-26.0%
FSLR vs CMS
-1.6%
-24.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.9% | +2.6% |
| 7D | +15.3% | -1.3% | +16.6% | +15.2% |
| 30D | +11.7% | +6.3% | +5.3% | +11.8% |
| 3M | -17.6% | -2.1% | -15.6% | -18.4% |
| 6M | -7.7% | -5.1% | -2.6% | -9.0% |
| YTD | -23.0% | +1.3% | -24.3% | -28.1% |
| 1Y | -26.0% | -1.4% | -24.7% | -30.1% |
| All | -26.0% | -1.6% | -24.4% | -30.1% |
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 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