-29.7%
FSLR vs CMS
-1.1%
-28.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.5% | -5.3% | -4.7% |
| 7D | +5.3% | -0.9% | +6.2% | +5.2% |
| 30D | +7.8% | +7.1% | +0.7% | +8.0% |
| 3M | -23.4% | -1.3% | -22.1% | -24.2% |
| 6M | -12.9% | -2.7% | -10.2% | -14.6% |
| YTD | -26.7% | +2.6% | -29.3% | -32.0% |
| All | -29.7% | -1.1% | -28.6% | -31.8% |
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