+48.2%
CSX vs FSLR
+70.5%
-22.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.7% | -6.1% | -3.6% |
| 7D | -5.5% | +15.3% | -20.9% | -6.5% |
| 30D | +4.9% | +11.7% | -6.7% | +4.0% |
| 3M | -2.9% | -17.6% | +14.8% | -1.6% |
| 6M | +8.3% | -7.7% | +16.1% | +8.2% |
| YTD | +36.7% | -23.0% | +59.7% | +38.0% |
| 1Y | +41.5% | -26.0% | +67.5% | +43.1% |
| 3Y | +68.6% | +36.9% | +31.8% | +54.7% |
| All | +48.2% | +70.5% | -22.3% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling