+74.9%
FSLR vs CCJ
+163.1%
-88.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.3% | -1.6% | +1.4% |
| 7D | +15.3% | -7.3% | +22.6% | +17.9% |
| 30D | +11.7% | -20.0% | +31.6% | +19.3% |
| 3M | -17.6% | -23.8% | +6.2% | -10.7% |
| 6M | -7.7% | -42.4% | +34.7% | +8.5% |
| YTD | -23.0% | -22.1% | -0.9% | -18.1% |
| 1Y | -26.0% | -20.8% | -5.2% | -21.8% |
| 3Y | +36.9% | +75.7% | -38.9% | +4.1% |
| All | +74.9% | +163.1% | -88.2% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling