+713.0%
FSLR vs CMS
+754.0%
-41.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.9% | +3.9% |
| 7D | +15.3% | -1.3% | +16.6% | +16.1% |
| 30D | +11.7% | +6.3% | +5.3% | +7.7% |
| 3M | -17.6% | -2.1% | -15.6% | -16.8% |
| 6M | -7.7% | -5.1% | -2.6% | -6.3% |
| YTD | -23.0% | +1.3% | -24.3% | -24.7% |
| 1Y | -26.0% | -1.4% | -24.7% | -26.6% |
| 3Y | +36.9% | +36.9% | -0.1% | +9.9% |
| 5Y | +72.9% | +32.5% | +40.4% | +37.0% |
| 10Y | +519.3% | +126.8% | +392.5% | +190.4% |
| All | +713.0% | +754.0% | -41.0% | -2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling