+116.4%
FSLR vs CAG
-40.1%
+156.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.5% |
| 7D | 0.0% | -3.8% | +3.8% | -0.2% |
| 30D | -13.7% | +3.1% | -16.8% | -13.5% |
| 3M | -35.1% | +23.5% | -58.6% | -34.2% |
| 6M | +3.6% | -14.8% | +18.5% | +4.4% |
| YTD | -21.7% | -5.4% | -16.3% | -21.0% |
| 1Y | +1.3% | -11.8% | +13.1% | +2.1% |
| 3Y | +9.7% | -36.7% | +46.4% | +9.9% |
| All | +116.4% | -40.1% | +156.5% | +120.2% |
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