+63.2%
CME vs FSLR
+32.4%
+30.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.2% | -0.3% |
| 7D | +0.9% | +15.3% | -14.4% | +1.4% |
| 30D | +13.2% | +11.7% | +1.5% | +13.7% |
| 3M | +16.3% | -17.6% | +33.9% | +15.8% |
| 6M | +7.1% | -7.7% | +14.9% | +7.1% |
| YTD | +15.8% | -23.0% | +38.8% | +15.6% |
| 1Y | +17.1% | -26.0% | +43.1% | +16.8% |
| 3Y | +63.2% | +36.9% | +26.3% | +68.1% |
| All | +63.2% | +32.4% | +30.8% | +68.1% |
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