+180.8%
CEG vs FSLR
+13.9%
+166.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +5.2% |
| 7D | +8.0% | 0.0% | +8.0% | +8.0% |
| 30D | +12.9% | -13.7% | +26.6% | +16.4% |
| 3M | +13.2% | -35.1% | +48.2% | +23.3% |
| 6M | -7.0% | +3.6% | -10.6% | -8.6% |
| YTD | -15.0% | -21.7% | +6.7% | -12.1% |
| 1Y | -2.7% | +1.3% | -4.0% | -5.0% |
| All | +180.8% | +13.9% | +166.9% | +148.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling