+41.9%
CVS vs FSLR
+431.1%
-389.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.0% | -0.5% |
| 7D | -1.9% | +0.2% | -2.1% | -1.9% |
| 30D | -0.3% | -15.1% | +14.8% | +0.4% |
| 3M | -1.1% | -22.5% | +21.4% | -0.1% |
| 6M | +23.7% | +4.0% | +19.8% | +23.0% |
| YTD | +23.0% | -22.3% | +45.2% | +23.8% |
| 1Y | +37.2% | 0.0% | +37.1% | +36.3% |
| 3Y | +62.4% | +10.9% | +51.6% | +57.2% |
| 5Y | +31.8% | +105.4% | -73.6% | +19.3% |
| 10Y | +41.9% | +447.0% | -405.1% | +10.0% |
| All | +41.9% | +431.1% | -389.2% | +10.0% |
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