-29.0%
CMCSA vs FSLR
+36.7%
-65.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.5% | +1.1% |
| 7D | +4.6% | -2.6% | +7.2% | +4.6% |
| 30D | +19.8% | +1.8% | +18.0% | +19.7% |
| 3M | -0.3% | -24.4% | +24.1% | +0.4% |
| 6M | +0.3% | -17.7% | +18.0% | +0.4% |
| YTD | -6.9% | -30.7% | +23.8% | -6.5% |
| 1Y | +2.6% | -33.6% | +36.2% | +3.2% |
| 3Y | -29.0% | +35.1% | -64.2% | -36.5% |
| All | -29.0% | +36.7% | -65.8% | -36.5% |
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 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