+35.1%
FSLR vs CMS
+39.1%
-4.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.9% | -5.6% |
| 7D | -2.6% | +0.5% | -3.1% | -2.7% |
| 30D | +1.8% | +7.4% | -5.6% | +0.6% |
| 3M | -24.4% | +1.9% | -26.2% | -24.8% |
| 6M | -17.7% | -2.3% | -15.4% | -18.1% |
| YTD | -30.7% | +3.0% | -33.7% | -32.1% |
| 1Y | -33.6% | -2.8% | -30.8% | -33.9% |
| 3Y | +35.1% | +37.9% | -2.8% | +4.4% |
| All | +35.1% | +39.1% | -4.0% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling