+366.8%
CSCO vs FSLR
+464.5%
-97.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.5% |
| 7D | -0.5% | +6.8% | -7.3% | -1.3% |
| 30D | -10.1% | -14.7% | +4.6% | -8.5% |
| 3M | -11.7% | -22.6% | +10.8% | -9.3% |
| 6M | +40.1% | +12.7% | +27.4% | +37.5% |
| YTD | +43.8% | -18.4% | +62.2% | +46.0% |
| 1Y | +66.6% | +4.9% | +61.7% | +63.5% |
| 3Y | +108.5% | +16.4% | +92.1% | +92.6% |
| 5Y | +114.0% | +123.5% | -9.5% | +70.6% |
| 10Y | +366.8% | +454.3% | -87.5% | +194.4% |
| All | +366.8% | +464.5% | -97.6% | +194.4% |
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