+504.6%
CSX vs FSLR
+431.5%
+73.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.0% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | -3.1% | -13.7% | +10.6% | -1.4% |
| 3M | +7.2% | -35.1% | +42.3% | +12.5% |
| 6M | +16.2% | +3.6% | +12.5% | +14.5% |
| YTD | +37.5% | -21.7% | +59.3% | +39.8% |
| 1Y | +53.2% | +1.3% | +52.0% | +49.9% |
| 3Y | +68.2% | +9.7% | +58.5% | +54.7% |
| 5Y | +65.2% | +117.4% | -52.1% | +29.3% |
| All | +504.6% | +431.5% | +73.1% | +272.7% |
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