+56.8%
FSLR vs CMS
+34.1%
+22.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -8.4% | -1.1% | -7.3% | -8.2% |
| 30D | -0.9% | +6.6% | -7.5% | -2.4% |
| 3M | -26.1% | +0.8% | -26.9% | -26.3% |
| 6M | -23.6% | -3.3% | -20.3% | -23.6% |
| YTD | -31.8% | +2.7% | -34.5% | -32.9% |
| 1Y | -32.6% | -4.0% | -28.6% | -32.4% |
| 3Y | +33.0% | +37.6% | -4.6% | +17.5% |
| 5Y | +56.8% | +35.4% | +21.3% | +35.3% |
| All | +56.8% | +34.1% | +22.7% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling