+74.9%
FSLR vs CMS
+32.6%
+42.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.9% | +3.2% |
| 7D | +15.3% | -1.3% | +16.6% | +15.6% |
| 30D | +11.7% | +6.3% | +5.3% | +10.0% |
| 3M | -17.6% | -2.1% | -15.6% | -17.4% |
| 6M | -7.7% | -5.1% | -2.6% | -7.3% |
| YTD | -23.0% | +1.3% | -24.3% | -24.0% |
| 1Y | -26.0% | -1.4% | -24.7% | -26.5% |
| 3Y | +36.9% | +36.9% | -0.1% | +21.3% |
| All | +74.9% | +32.6% | +42.3% | +54.3% |
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