-26.0%
FSLR vs CCEP
+36.9%
-62.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.8% | +0.8% | +5.1% |
| 7D | +10.3% | +4.2% | +6.1% | +10.9% |
| 30D | +10.4% | +14.2% | -3.7% | +12.5% |
| 3M | -20.2% | +9.1% | -29.3% | -19.1% |
| 6M | -8.0% | +26.9% | -34.8% | -5.6% |
| YTD | -25.5% | +29.1% | -54.6% | -22.6% |
| 1Y | -26.0% | +36.8% | -62.7% | -23.0% |
| All | -26.0% | +36.9% | -62.9% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 1y: compounded portfolio wealth divided by compounded CCEP 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…
1y analysis · Full analysis span regression · 6 months rolling