+99.7%
CDE vs FSLR
+53.9%
+45.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -9.6% | -14.8% | +5.2% | -5.4% |
| 30D | -6.7% | -4.3% | -2.4% | -5.4% |
| 3M | -24.2% | -23.4% | -0.8% | -18.4% |
| 6M | -29.1% | -26.9% | -2.2% | -22.7% |
| YTD | -21.5% | -34.4% | +12.9% | -13.1% |
| 1Y | -7.4% | -33.2% | +25.8% | +2.1% |
| 3Y | +596.3% | +28.1% | +568.2% | +490.4% |
| All | +99.7% | +53.9% | +45.8% | +26.4% |
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 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