+194.3%
CDE vs FSLR
+106.8%
+87.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.0% | -5.1% | -3.7% |
| 7D | -6.1% | -0.1% | -5.9% | -6.2% |
| 30D | +9.5% | -14.0% | +23.5% | +13.9% |
| 3M | +32.0% | -16.9% | +48.9% | +38.3% |
| 6M | -12.8% | +4.7% | -17.5% | -13.7% |
| YTD | +14.2% | -20.7% | +34.9% | +19.8% |
| 1Y | +36.3% | +1.7% | +34.6% | +33.6% |
| 3Y | +821.4% | +13.1% | +808.3% | +699.9% |
| 5Y | +194.3% | +108.4% | +85.9% | +67.7% |
| All | +194.3% | +106.8% | +87.5% | +67.7% |
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