+726.4%
FSLR vs CMS
+745.2%
-18.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | -13.7% | -3.6% | -10.1% | -11.9% |
| 3M | -35.1% | -1.9% | -33.2% | -35.0% |
| 6M | +3.6% | -11.0% | +14.6% | +9.2% |
| YTD | -21.7% | +0.2% | -21.9% | -22.9% |
| 1Y | +1.3% | -1.3% | +2.6% | +0.4% |
| 3Y | +9.7% | +35.9% | -26.2% | -11.5% |
| 5Y | +117.4% | +23.1% | +94.3% | +79.9% |
| 10Y | +435.5% | +117.9% | +317.6% | +158.3% |
| All | +726.4% | +745.2% | -18.8% | +0.1% |
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