+532.4%
CSCO vs FSLR
+734.5%
-202.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.4% |
| 3M | -15.7% | -35.1% | +19.4% | -10.9% |
| 6M | +36.3% | +3.6% | +32.6% | +34.8% |
| YTD | +43.8% | -21.7% | +65.6% | +47.0% |
| 1Y | +63.9% | +1.3% | +62.7% | +61.1% |
| 3Y | +104.4% | +9.7% | +94.6% | +89.1% |
| 5Y | +111.4% | +117.4% | -6.0% | +70.5% |
| 10Y | +361.7% | +435.5% | -73.8% | +205.1% |
| All | +532.4% | +734.5% | -202.1% | +289.9% |
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