+41.0%
CVX vs FSLR
-33.7%
+74.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.8% | -0.2% |
| 7D | -6.2% | -2.6% | -3.6% | -6.4% |
| 30D | -0.4% | +1.8% | -2.1% | -0.1% |
| 3M | +9.3% | -24.4% | +33.7% | +7.6% |
| 6M | +18.4% | -17.7% | +36.1% | +17.5% |
| YTD | +42.5% | -30.7% | +73.2% | +43.2% |
| 1Y | +41.0% | -33.6% | +74.7% | +41.0% |
| All | +41.0% | -33.7% | +74.8% | +41.0% |
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 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