+4.6%
CMCSA vs FSLR
+431.1%
-426.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.8% | -1.8% | -6.2% |
| 7D | -8.3% | +0.2% | -8.5% | -8.3% |
| 30D | -2.4% | -15.1% | +12.7% | -1.2% |
| 3M | +4.5% | -22.5% | +27.0% | +6.3% |
| 6M | -18.8% | +4.0% | -22.7% | -19.6% |
| YTD | -8.9% | -22.3% | +13.3% | -8.0% |
| 1Y | -18.3% | 0.0% | -18.3% | -19.5% |
| 3Y | -35.0% | +10.9% | -45.8% | -38.7% |
| 5Y | -48.2% | +105.4% | -153.5% | -55.8% |
| 10Y | +4.6% | +447.0% | -442.4% | -24.6% |
| All | +4.6% | +431.1% | -426.6% | -24.6% |
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