+65.9%
CSCO vs FSLR
-0.5%
+66.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.0% | +0.8% |
| 7D | 0.0% | +0.2% | -0.3% | -0.1% |
| 30D | -10.7% | -15.1% | +4.4% | -8.9% |
| 3M | -8.7% | -22.5% | +13.8% | -6.1% |
| 6M | +44.9% | +4.0% | +41.0% | +46.5% |
| YTD | +44.1% | -22.3% | +66.4% | +47.7% |
| 1Y | +65.9% | 0.0% | +65.8% | +68.0% |
| All | +65.9% | -0.5% | +66.4% | +68.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling