+376.0%
CVS vs FSLR
+627.0%
-250.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | +12.0% | -8.4% | +20.4% | +12.7% |
| 30D | +2.8% | -0.9% | +3.7% | +2.7% |
| 3M | -3.6% | -26.1% | +22.5% | -1.5% |
| 6M | -1.6% | -23.6% | +22.0% | -0.2% |
| YTD | +16.3% | -31.8% | +48.1% | +18.5% |
| 1Y | +15.5% | -32.6% | +48.1% | +17.8% |
| 3Y | +48.1% | +33.0% | +15.1% | +38.0% |
| 5Y | +12.3% | +56.8% | -44.5% | +0.5% |
| 10Y | +62.7% | +455.6% | -392.9% | +22.0% |
| All | +376.0% | +627.0% | -250.9% | +254.3% |
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