+420.9%
FSLR vs CAG
-38.0%
+458.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -3.2% |
| 7D | -12.0% | -6.2% | -5.8% | -11.8% |
| 30D | -7.7% | +7.4% | -15.1% | -7.9% |
| 3M | -24.0% | -1.6% | -22.4% | -24.0% |
| 6M | -24.4% | +6.3% | -30.8% | -24.7% |
| YTD | -34.0% | -10.1% | -24.0% | -33.6% |
| 1Y | -35.6% | -10.2% | -25.3% | -35.2% |
| 3Y | +28.7% | -37.3% | +66.0% | +31.9% |
| 5Y | +55.3% | -41.6% | +96.9% | +59.7% |
| All | +420.9% | -38.0% | +458.9% | +421.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling