+713.0%
FSLR vs CCEP
+1,745.1%
-1,032.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +3.2% |
| 7D | +15.3% | +2.6% | +12.8% | +13.9% |
| 30D | +11.7% | +15.1% | -3.5% | +3.9% |
| 3M | -17.6% | +7.3% | -24.9% | -20.8% |
| 6M | -7.7% | +23.4% | -31.2% | -18.0% |
| YTD | -23.0% | +29.4% | -52.4% | -33.6% |
| 1Y | -26.0% | +34.2% | -60.3% | -37.5% |
| 3Y | +36.9% | +108.4% | -71.5% | -9.0% |
| 5Y | +72.9% | +147.3% | -74.3% | +2.3% |
| 10Y | +519.3% | +301.3% | +217.9% | +149.0% |
| All | +713.0% | +1,745.1% | -1,032.1% | -3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling