+52.6%
FSLR vs CMS
+36.3%
+16.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.9% |
| 7D | -14.8% | +1.7% | -16.5% | -15.1% |
| 30D | -4.3% | +6.2% | -10.5% | -5.6% |
| 3M | -23.4% | +0.6% | -24.0% | -23.6% |
| 6M | -26.9% | -1.8% | -25.2% | -27.2% |
| YTD | -34.4% | +3.8% | -38.2% | -35.6% |
| 1Y | -33.2% | -1.8% | -31.4% | -33.4% |
| 3Y | +28.1% | +39.8% | -11.8% | +12.7% |
| All | +52.6% | +36.3% | +16.3% | +34.0% |
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