+67.9%
FSLR vs CAG
-38.8%
+106.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.3% | -5.1% | -4.7% |
| 7D | +5.3% | +4.6% | +0.7% | +5.5% |
| 30D | +7.8% | +14.7% | -6.9% | +8.7% |
| 3M | -23.4% | +2.4% | -25.7% | -23.2% |
| 6M | -12.9% | +10.7% | -23.6% | -11.9% |
| YTD | -26.7% | -5.5% | -21.1% | -25.9% |
| 1Y | -28.4% | -4.6% | -23.8% | -27.6% |
| 3Y | +44.6% | -34.4% | +79.0% | +45.1% |
| 5Y | +67.9% | -39.2% | +107.1% | +71.2% |
| All | +67.9% | -38.8% | +106.7% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling