+810.1%
CDE vs FSLR
+9.6%
+800.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.8% | +6.4% | +3.1% |
| 7D | -2.0% | +0.2% | -2.2% | -2.2% |
| 30D | +15.7% | -15.1% | +30.8% | +21.3% |
| 3M | +30.5% | -22.5% | +53.1% | +40.2% |
| 6M | -7.4% | +4.0% | -11.3% | -8.0% |
| YTD | +17.9% | -22.3% | +40.2% | +24.7% |
| 1Y | +46.7% | 0.0% | +46.7% | +44.5% |
| All | +810.1% | +9.6% | +800.5% | +593.6% |
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