+1.4%
CCL vs FSLR
+117.9%
-116.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.5% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | -20.3% | -13.7% | -6.7% | -17.6% |
| 3M | -15.1% | -35.1% | +19.9% | -6.4% |
| 6M | -15.1% | +3.6% | -18.7% | -16.5% |
| YTD | -21.8% | -21.7% | 0.0% | -18.9% |
| 1Y | -24.8% | +1.3% | -26.1% | -27.4% |
| 3Y | +51.9% | +9.7% | +42.2% | +29.5% |
| All | +1.4% | +117.9% | -116.5% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling