+504.3%
CME vs FSLR
+627.0%
-122.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.4% |
| 7D | +2.5% | -8.4% | +10.9% | +3.6% |
| 30D | +13.9% | -0.9% | +14.8% | +13.8% |
| 3M | +22.4% | -26.1% | +48.4% | +26.6% |
| 6M | +12.9% | -23.6% | +36.5% | +15.4% |
| YTD | +19.6% | -31.8% | +51.4% | +23.1% |
| 1Y | +17.7% | -32.6% | +50.2% | +21.1% |
| 3Y | +65.3% | +33.0% | +32.3% | +45.5% |
| 5Y | +75.1% | +56.8% | +18.4% | +43.5% |
| 10Y | +305.8% | +455.6% | -149.8% | +144.2% |
| All | +504.3% | +627.0% | -122.7% | +280.2% |
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