+56.1%
CDE vs FSLR
+466.5%
-410.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.9% |
| 7D | -3.1% | +2.2% | -5.3% | -3.8% |
| 30D | +9.5% | -7.8% | +17.3% | +11.7% |
| 3M | +25.5% | -22.9% | +48.4% | +34.1% |
| 6M | -7.9% | +4.4% | -12.3% | -8.9% |
| YTD | +15.6% | -20.0% | +35.5% | +20.9% |
| 1Y | +34.0% | +2.8% | +31.2% | +30.8% |
| 3Y | +791.9% | +16.5% | +775.4% | +681.7% |
| 5Y | +197.7% | +110.3% | +87.5% | +104.3% |
| All | +56.1% | +466.5% | -410.4% | -23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling