-26.0%
FSLR vs CCJ
-26.2%
+0.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +5.1% |
| 7D | +10.3% | -14.5% | +24.8% | +17.3% |
| 30D | +10.4% | -18.1% | +28.5% | +19.3% |
| 3M | -20.2% | -23.0% | +2.8% | -11.7% |
| 6M | -8.0% | -39.4% | +31.4% | +10.2% |
| YTD | -25.5% | -21.7% | -3.9% | -21.5% |
| 1Y | -26.0% | -25.9% | 0.0% | -20.4% |
| All | -26.0% | -26.2% | +0.2% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 1y: compounded portfolio wealth divided by compounded CCJ 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…
1y analysis · Full analysis span regression · 6 months rolling