+14.1%
CVX vs FSLR
+3.9%
+10.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.5% |
| 7D | +3.3% | 0.0% | +3.3% | +3.4% |
| 30D | +12.9% | -13.7% | +26.5% | +10.6% |
| 3M | +11.7% | -35.1% | +46.8% | +6.6% |
| 6M | +14.1% | +3.6% | +10.5% | +19.9% |
| All | +14.1% | +3.9% | +10.3% | +19.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling