+435.6%
CME vs FSLR
+734.5%
-298.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | -0.1% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +6.2% | -13.7% | +19.9% | +8.2% |
| 3M | +10.4% | -35.1% | +45.5% | +16.2% |
| 6M | -9.5% | +3.6% | -13.2% | -11.1% |
| YTD | +6.0% | -21.7% | +27.8% | +7.7% |
| 1Y | +9.3% | +1.3% | +8.0% | +6.5% |
| 3Y | +57.7% | +9.7% | +48.0% | +43.6% |
| 5Y | +77.7% | +117.4% | -39.7% | +38.8% |
| 10Y | +281.2% | +435.5% | -154.3% | +131.9% |
| All | +435.6% | +734.5% | -298.9% | +232.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling