+50.3%
CSX vs FSLR
-33.8%
+84.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.7% |
| 7D | -0.3% | -8.4% | +8.1% | 0.0% |
| 30D | +8.7% | -0.9% | +9.6% | +8.6% |
| 3M | +4.2% | -26.1% | +30.3% | +5.7% |
| 6M | +16.7% | -23.6% | +40.3% | +16.9% |
| YTD | +44.5% | -31.8% | +76.3% | +44.5% |
| 1Y | +50.3% | -32.6% | +82.9% | +49.8% |
| All | +50.3% | -33.8% | +84.1% | +49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling