-58.8%
CDE vs FSLR
+770.4%
-829.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.3% | -7.0% | -3.9% |
| 7D | +2.3% | +6.8% | -4.5% | +0.4% |
| 30D | +18.8% | -14.7% | +33.5% | +23.9% |
| 3M | +23.5% | -22.6% | +46.1% | +32.1% |
| 6M | -8.6% | +12.7% | -21.3% | -11.6% |
| YTD | +16.0% | -18.4% | +34.4% | +21.0% |
| 1Y | +42.1% | +4.9% | +37.1% | +37.7% |
| 3Y | +835.9% | +16.4% | +819.5% | +721.4% |
| 5Y | +197.6% | +123.5% | +74.1% | +104.5% |
| 10Y | +39.6% | +454.3% | -414.8% | -33.6% |
| All | -58.8% | +770.4% | -829.2% | -83.9% |
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