+209.5%
CVX vs FSLR
+432.1%
-222.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | +1.8% |
| 7D | +1.6% | -12.0% | +13.6% | +3.1% |
| 30D | -0.6% | -7.7% | +7.0% | +0.1% |
| 3M | +11.0% | -24.0% | +35.0% | +14.2% |
| 6M | +18.4% | -24.4% | +42.9% | +20.9% |
| YTD | +45.9% | -34.0% | +80.0% | +50.6% |
| 1Y | +46.7% | -35.6% | +82.3% | +51.6% |
| 3Y | +71.6% | +28.7% | +42.9% | +49.8% |
| 5Y | +131.4% | +55.3% | +76.1% | +85.1% |
| All | +209.5% | +432.1% | -222.7% | +77.0% |
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 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