+1,626.6%
CSX vs FSLR
+734.5%
+892.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.1% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | -3.1% | -13.7% | +10.6% | -0.8% |
| 3M | +7.2% | -35.1% | +42.3% | +14.3% |
| 6M | +16.2% | +3.6% | +12.5% | +14.0% |
| YTD | +37.5% | -21.7% | +59.3% | +40.6% |
| 1Y | +53.2% | +1.3% | +52.0% | +49.0% |
| 3Y | +68.2% | +9.7% | +58.5% | +51.7% |
| 5Y | +65.2% | +117.4% | -52.1% | +25.2% |
| 10Y | +504.1% | +435.5% | +68.6% | +252.9% |
| All | +1,626.6% | +734.5% | +892.1% | +753.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling