+454.3%
FSLR vs CCEP
+244.1%
+210.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.1% |
| 7D | +6.8% | -1.0% | +7.8% | +7.1% |
| 30D | -14.7% | -1.6% | -13.1% | -14.3% |
| 3M | -22.6% | +11.9% | -34.4% | -25.5% |
| 6M | +12.7% | +7.5% | +5.3% | +9.5% |
| YTD | -18.4% | +18.7% | -37.1% | -23.3% |
| 1Y | +4.9% | +21.4% | -16.5% | -2.6% |
| 3Y | +16.4% | +89.1% | -72.7% | -7.2% |
| 5Y | +123.5% | +108.7% | +14.8% | +70.3% |
| 10Y | +454.3% | +241.0% | +213.4% | +259.7% |
| All | +454.3% | +244.1% | +210.3% | +259.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling