+123.5%
FSLR vs CCI
-50.2%
+173.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.3% |
| 7D | +6.8% | +0.2% | +6.6% | +6.8% |
| 30D | -14.7% | +0.5% | -15.2% | -14.9% |
| 3M | -22.6% | -16.3% | -6.3% | -19.0% |
| 6M | +12.7% | -13.9% | +26.7% | +16.4% |
| YTD | -18.4% | -12.4% | -5.9% | -16.4% |
| 1Y | +4.9% | -15.2% | +20.1% | +8.4% |
| 3Y | +16.4% | -9.9% | +26.3% | +14.7% |
| 5Y | +123.5% | -50.8% | +174.3% | +155.2% |
| All | +123.5% | -50.2% | +173.7% | +155.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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