+221.9%
CVX vs FSLR
+431.1%
-209.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.8% | +6.7% | +2.5% |
| 7D | +1.0% | +0.2% | +0.7% | +0.9% |
| 30D | +10.7% | -15.1% | +25.8% | +12.8% |
| 3M | +15.5% | -22.5% | +38.0% | +18.6% |
| 6M | +14.9% | +4.0% | +10.9% | +12.7% |
| YTD | +44.2% | -22.3% | +66.5% | +46.5% |
| 1Y | +43.5% | 0.0% | +43.5% | +39.9% |
| 3Y | +45.0% | +10.9% | +34.1% | +31.5% |
| 5Y | +172.2% | +105.4% | +66.8% | +109.3% |
| 10Y | +221.9% | +447.0% | -225.1% | +83.7% |
| All | +221.9% | +431.1% | -209.2% | +83.7% |
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