+19.6%
CME vs FSLR
-24.3%
+43.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.6% | -3.2% | +1.7% |
| 7D | +4.8% | +10.3% | -5.5% | +5.5% |
| 30D | +14.2% | +10.4% | +3.7% | +15.0% |
| 3M | +17.9% | -20.2% | +38.1% | +16.9% |
| 6M | +7.2% | -8.0% | +15.2% | +6.8% |
| YTD | +16.7% | -25.5% | +42.3% | +17.4% |
| 1Y | +19.6% | -26.0% | +45.5% | +20.4% |
| All | +19.6% | -24.3% | +43.8% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling