+56.1%
CCL vs FSLR
+13.9%
+42.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.4% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | -20.3% | -13.7% | -6.7% | -18.3% |
| 3M | -15.1% | -35.1% | +19.9% | -8.8% |
| 6M | -15.1% | +3.6% | -18.7% | -15.9% |
| YTD | -21.8% | -21.7% | 0.0% | -19.7% |
| 1Y | -24.8% | +1.3% | -26.1% | -26.5% |
| All | +56.1% | +13.9% | +42.2% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 3y: compounded portfolio wealth divided by compounded FSLR 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…
3y analysis · Full analysis span regression · 6 months rolling