+53.6%
CSX vs FSLR
+72.0%
-18.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -3.0% | -2.4% |
| 7D | -2.7% | +10.7% | -13.4% | -3.4% |
| 30D | +7.0% | +8.9% | -1.9% | +6.3% |
| 3M | -0.3% | -17.3% | +17.0% | +0.9% |
| 6M | +13.5% | -10.8% | +24.3% | +13.7% |
| YTD | +41.5% | -25.1% | +66.6% | +43.1% |
| 1Y | +45.8% | -29.4% | +75.2% | +47.9% |
| 3Y | +74.4% | +28.8% | +45.5% | +61.0% |
| 5Y | +53.6% | +68.3% | -14.7% | +30.1% |
| All | +53.6% | +72.0% | -18.4% | +30.1% |
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