+495.8%
FSLR vs CCEP
+301.0%
+194.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +3.0% |
| 7D | +15.3% | +2.6% | +12.8% | +14.5% |
| 30D | +11.7% | +15.1% | -3.5% | +7.0% |
| 3M | -17.6% | +7.3% | -24.9% | -19.5% |
| 6M | -7.7% | +23.4% | -31.2% | -14.0% |
| YTD | -23.0% | +29.4% | -52.4% | -29.5% |
| 1Y | -26.0% | +34.2% | -60.3% | -33.2% |
| 3Y | +36.9% | +108.4% | -71.5% | +6.2% |
| 5Y | +72.9% | +147.3% | -74.3% | +25.7% |
| All | +495.8% | +301.0% | +194.8% | +264.7% |
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