+198.8%
CVX vs FSLR
+458.2%
-259.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.8% | +0.9% |
| 7D | -6.2% | -2.6% | -3.6% | -6.0% |
| 30D | -0.4% | +1.8% | -2.1% | -0.8% |
| 3M | +9.3% | -24.4% | +33.7% | +12.6% |
| 6M | +18.4% | -17.7% | +36.1% | +19.5% |
| YTD | +42.5% | -30.7% | +73.2% | +46.2% |
| 1Y | +41.0% | -33.6% | +74.7% | +45.3% |
| 3Y | +67.5% | +35.1% | +32.4% | +45.5% |
| 5Y | +126.1% | +63.1% | +63.0% | +79.9% |
| 10Y | +198.8% | +466.4% | -267.7% | +69.8% |
| All | +198.8% | +458.2% | -259.5% | +69.8% |
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