+116.4%
FSLR vs CCEP
+105.1%
+11.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.7% |
| 7D | 0.0% | -3.1% | +3.1% | +0.7% |
| 30D | -13.7% | -2.6% | -11.1% | -13.2% |
| 3M | -35.1% | +14.9% | -50.0% | -37.6% |
| 6M | +3.6% | +2.3% | +1.4% | +2.7% |
| YTD | -21.7% | +17.8% | -39.6% | -25.7% |
| 1Y | +1.3% | +24.2% | -22.9% | -5.9% |
| 3Y | +9.7% | +84.7% | -75.0% | -10.7% |
| All | +116.4% | +105.1% | +11.3% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling