+410.8%
CVS vs FSLR
+734.5%
-323.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.4% |
| 7D | +4.0% | 0.0% | +4.0% | +3.9% |
| 30D | -2.4% | -13.7% | +11.3% | -1.3% |
| 3M | +2.7% | -35.1% | +37.7% | +5.9% |
| 6M | +21.9% | +3.6% | +18.2% | +20.8% |
| YTD | +24.7% | -21.7% | +46.5% | +26.1% |
| 1Y | +35.4% | +1.3% | +34.2% | +33.8% |
| 3Y | +65.2% | +9.7% | +55.5% | +57.1% |
| 5Y | +30.5% | +117.4% | -86.8% | +13.5% |
| 10Y | +40.4% | +435.5% | -395.1% | +6.0% |
| All | +410.8% | +734.5% | -323.7% | +277.0% |
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 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