+166.0%
CVX vs FSLR
+116.7%
+49.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | +0.3% |
| 7D | -0.6% | +6.8% | -7.4% | -1.0% |
| 30D | +13.4% | -14.7% | +28.2% | +14.4% |
| 3M | +11.8% | -22.6% | +34.4% | +13.3% |
| 6M | +12.4% | +12.7% | -0.3% | +10.7% |
| YTD | +41.5% | -18.4% | +59.9% | +42.4% |
| 1Y | +41.6% | +4.9% | +36.7% | +39.3% |
| 3Y | +42.2% | +16.4% | +25.8% | +33.9% |
| 5Y | +166.0% | +123.5% | +42.5% | +124.7% |
| All | +166.0% | +116.7% | +49.3% | +124.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling