+473.5%
CSCO vs FSLR
+682.1%
-208.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.7% | +9.9% | +5.7% |
| 7D | -2.9% | +5.3% | -8.2% | -3.7% |
| 30D | -16.7% | +7.8% | -24.4% | -17.6% |
| 3M | -18.4% | -23.4% | +4.9% | -15.8% |
| 6M | +2.9% | -12.9% | +15.8% | +4.0% |
| YTD | +30.4% | -26.7% | +57.1% | +34.1% |
| 1Y | +41.4% | -28.4% | +69.8% | +45.5% |
| 3Y | +104.7% | +44.6% | +60.1% | +81.8% |
| 5Y | +96.9% | +67.9% | +29.0% | +64.9% |
| 10Y | +321.5% | +496.9% | -175.4% | +174.3% |
| All | +473.5% | +682.1% | -208.5% | +255.6% |
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