-11.7%
CCL vs FSLR
+721.0%
-732.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.3% | -0.1% |
| 7D | +3.1% | +15.3% | -12.2% | +0.2% |
| 30D | +13.7% | +11.7% | +2.0% | +11.1% |
| 3M | +3.8% | -17.6% | +21.4% | +7.7% |
| 6M | +9.3% | -7.7% | +17.0% | +10.1% |
| YTD | -1.1% | -23.0% | +21.9% | +2.2% |
| 1Y | +14.6% | -26.0% | +40.6% | +19.2% |
| 3Y | +146.4% | +36.9% | +109.5% | +111.9% |
| 5Y | +21.9% | +72.9% | -51.1% | -3.2% |
| 10Y | -29.4% | +519.3% | -548.7% | -57.8% |
| All | -11.7% | +721.0% | -732.7% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling