+133.6%
CCL vs FSLR
+29.6%
+103.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | -1.2% | -14.8% | +13.6% | +1.5% |
| 30D | +13.1% | -4.3% | +17.4% | +13.9% |
| 3M | +3.4% | -23.4% | +26.8% | +7.8% |
| 6M | +18.7% | -26.9% | +45.7% | +24.3% |
| YTD | -2.3% | -34.4% | +32.1% | +2.8% |
| 1Y | +14.2% | -33.2% | +47.4% | +19.7% |
| 3Y | +133.6% | +28.1% | +105.5% | +102.9% |
| All | +133.6% | +29.6% | +103.9% | +102.9% |
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