+47.0%
CVX vs FSLR
-24.3%
+71.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.6% | -8.3% | -3.3% |
| 7D | -5.3% | +10.3% | -15.7% | -4.5% |
| 30D | +5.1% | +10.4% | -5.3% | +6.0% |
| 3M | +14.9% | -20.2% | +35.1% | +13.6% |
| 6M | +14.9% | -8.0% | +22.8% | +14.8% |
| YTD | +46.3% | -25.5% | +71.9% | +47.6% |
| 1Y | +47.0% | -26.0% | +73.0% | +48.5% |
| All | +47.0% | -24.3% | +71.3% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling