+41.4%
CVX vs FSLR
+10.4%
+31.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.2% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | +12.9% | -13.7% | +26.5% | +13.3% |
| 3M | +11.7% | -35.1% | +46.8% | +13.4% |
| 6M | +14.1% | +3.6% | +10.5% | +13.3% |
| YTD | +40.7% | -21.7% | +62.4% | +41.6% |
| 1Y | +37.5% | +1.3% | +36.2% | +36.0% |
| All | +41.4% | +10.4% | +31.0% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling