+63.6%
CVS vs FSLR
+15.2%
+48.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -0.7% |
| 7D | -1.6% | +6.8% | -8.4% | -1.5% |
| 30D | +0.4% | -14.7% | +15.1% | +0.3% |
| 3M | -0.4% | -22.6% | +22.1% | -0.5% |
| 6M | +25.1% | +12.7% | +12.4% | +25.2% |
| YTD | +23.9% | -18.4% | +42.3% | +23.7% |
| 1Y | +41.1% | +4.9% | +36.1% | +41.7% |
| 3Y | +63.6% | +16.4% | +47.2% | +62.8% |
| All | +63.6% | +15.2% | +48.5% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling