+564.8%
CVX vs FSLR
+753.2%
-188.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | +2.6% | +2.2% | +0.4% | +2.2% |
| 30D | +9.8% | -7.8% | +17.7% | +11.1% |
| 3M | +16.2% | -22.9% | +39.1% | +20.2% |
| 6M | +13.6% | +4.4% | +9.2% | +11.1% |
| YTD | +44.4% | -20.0% | +64.4% | +46.3% |
| 1Y | +40.6% | +2.8% | +37.8% | +36.1% |
| 3Y | +48.2% | +16.5% | +31.7% | +32.8% |
| 5Y | +172.3% | +110.3% | +62.0% | +110.9% |
| 10Y | +222.3% | +463.0% | -240.7% | +94.8% |
| All | +564.8% | +753.2% | -188.4% | +290.6% |
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