+466.4%
FSLR vs CCJ
+802.9%
-336.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.3% | -2.2% | -4.7% |
| 7D | -2.6% | +0.4% | -3.1% | -2.9% |
| 30D | +1.8% | -17.2% | +19.0% | +6.7% |
| 3M | -24.4% | -25.1% | +0.7% | -18.7% |
| 6M | -17.7% | -37.6% | +19.9% | -7.2% |
| YTD | -30.7% | -20.4% | -10.4% | -27.3% |
| 1Y | -33.6% | -22.5% | -11.1% | -30.0% |
| 3Y | +35.1% | +72.5% | -37.3% | +9.9% |
| 5Y | +63.1% | +179.9% | -116.8% | +12.7% |
| 10Y | +466.4% | +772.6% | -306.2% | +124.1% |
| All | +466.4% | +802.9% | -336.5% | +124.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling