+418.4%
CSX vs FSLR
+432.1%
-13.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.2% | +1.4% |
| 7D | +3.1% | -12.0% | +15.1% | +4.6% |
| 30D | +9.7% | -7.7% | +17.4% | +10.6% |
| 3M | +4.9% | -24.0% | +28.9% | +8.1% |
| 6M | +18.4% | -24.4% | +42.8% | +21.1% |
| YTD | +45.9% | -34.0% | +79.9% | +50.9% |
| 1Y | +50.0% | -35.6% | +85.6% | +55.4% |
| 3Y | +78.0% | +28.7% | +49.3% | +57.6% |
| 5Y | +59.2% | +55.3% | +3.8% | +30.1% |
| All | +418.4% | +432.1% | -13.7% | +216.0% |
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 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