-72.1%
CDE vs FSLR
+599.6%
-671.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -9.6% | -14.8% | +5.2% | -5.5% |
| 30D | -6.7% | -4.3% | -2.4% | -5.5% |
| 3M | -24.2% | -23.4% | -0.8% | -18.6% |
| 6M | -29.1% | -26.9% | -2.2% | -23.0% |
| 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% | +497.9% |
| 5Y | +95.7% | +54.5% | +41.2% | +49.5% |
| 10Y | +53.0% | +434.6% | -381.6% | -25.9% |
| All | -72.1% | +599.6% | -671.7% | -88.5% |
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