+280.6%
CME vs FSLR
+431.1%
-150.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.0% | -0.6% |
| 7D | -0.6% | +0.2% | -0.9% | -0.7% |
| 30D | +4.7% | -15.1% | +19.8% | +5.4% |
| 3M | +7.8% | -22.5% | +30.4% | +8.9% |
| 6M | -11.0% | +4.0% | -14.9% | -11.6% |
| YTD | +4.0% | -22.3% | +26.3% | +4.7% |
| 1Y | +9.1% | 0.0% | +9.1% | +8.1% |
| 3Y | +52.3% | +10.9% | +41.4% | +46.3% |
| 5Y | +76.1% | +105.4% | -29.3% | +55.4% |
| 10Y | +280.6% | +447.0% | -166.4% | +184.4% |
| All | +280.6% | +431.1% | -150.5% | +184.4% |
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 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