+571.9%
CVX vs FSLR
+603.3%
-31.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | +1.9% |
| 7D | +1.6% | -12.0% | +13.6% | +3.5% |
| 30D | -0.6% | -7.7% | +7.0% | +0.3% |
| 3M | +11.0% | -24.0% | +35.0% | +15.0% |
| 6M | +18.4% | -24.4% | +42.9% | +21.5% |
| YTD | +45.9% | -34.0% | +80.0% | +51.5% |
| 1Y | +46.7% | -35.6% | +82.3% | +52.5% |
| 3Y | +71.6% | +28.7% | +42.9% | +50.3% |
| 5Y | +131.4% | +55.3% | +76.1% | +87.7% |
| 10Y | +209.3% | +437.4% | -228.1% | +87.7% |
| All | +571.9% | +603.3% | -31.3% | +304.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling