+474.3%
FSLR vs CCJ
+1,097.2%
-622.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +4.0% |
| 7D | +6.8% | +5.9% | +0.9% | +5.2% |
| 30D | -14.7% | +4.7% | -19.4% | -15.9% |
| 3M | -22.6% | -3.3% | -19.3% | -22.0% |
| 6M | +12.7% | -7.0% | +19.7% | +14.2% |
| YTD | -18.4% | +11.5% | -29.8% | -21.5% |
| 1Y | +4.9% | +32.3% | -27.3% | -4.9% |
| 3Y | +16.4% | +176.8% | -160.4% | -16.1% |
| 5Y | +123.5% | +351.8% | -228.3% | +37.0% |
| All | +474.3% | +1,097.2% | -622.9% | +161.3% |
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