+113.3%
CSCO vs FSLR
+117.9%
-4.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +0.7% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | -10.1% | -13.7% | +3.5% | -9.1% |
| 3M | -15.7% | -35.1% | +19.4% | -13.0% |
| 6M | +36.3% | +3.6% | +32.6% | +35.9% |
| YTD | +43.8% | -21.7% | +65.6% | +45.8% |
| 1Y | +63.9% | +1.3% | +62.7% | +63.0% |
| 3Y | +104.4% | +9.7% | +94.6% | +95.3% |
| All | +113.3% | +117.9% | -4.7% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling