+518.2%
CEG vs FSLR
+146.3%
+371.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.7% | +1.5% | +3.7% |
| 7D | -4.7% | +15.3% | -20.1% | -7.9% |
| 30D | -16.6% | +11.7% | -28.2% | -18.8% |
| 3M | -4.1% | -17.6% | +13.5% | -0.3% |
| 6M | -22.3% | -7.7% | -14.6% | -21.9% |
| YTD | -28.9% | -23.0% | -5.9% | -26.4% |
| 1Y | -28.5% | -26.0% | -2.4% | -25.2% |
| 3Y | +104.3% | +36.9% | +67.4% | +72.5% |
| All | +518.2% | +146.3% | +371.9% | +259.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling