+726.4%
FSLR vs CCJ
+300.3%
+426.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | 0.0% | +0.7% | -0.7% | -0.3% |
| 30D | -13.7% | +6.9% | -20.5% | -16.3% |
| 3M | -35.1% | -11.6% | -23.4% | -31.8% |
| 6M | +3.6% | -16.2% | +19.9% | +10.1% |
| YTD | -21.7% | +10.1% | -31.8% | -26.7% |
| 1Y | +1.3% | +32.3% | -31.0% | -14.9% |
| 3Y | +9.7% | +171.3% | -161.6% | -37.4% |
| 5Y | +117.4% | +372.4% | -255.0% | -12.3% |
| 10Y | +435.5% | +1,070.0% | -634.5% | +4.3% |
| All | +726.4% | +300.3% | +426.1% | +169.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling