-35.6%
FSLR vs CMS
-4.6%
-31.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.3% |
| 7D | -12.0% | -1.3% | -10.7% | -12.0% |
| 30D | -7.7% | +5.3% | -12.9% | -7.5% |
| 3M | -24.0% | -0.3% | -23.7% | -24.7% |
| 6M | -24.4% | -4.0% | -20.4% | -25.5% |
| YTD | -34.0% | +2.1% | -36.2% | -39.2% |
| 1Y | -35.6% | -4.7% | -30.9% | -36.2% |
| All | -35.6% | -4.6% | -31.0% | -36.2% |
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