+466.4%
FSLR vs CDW
+329.6%
+136.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.9% | -8.4% | -6.7% |
| 7D | -2.6% | +13.1% | -15.7% | -8.1% |
| 30D | +1.8% | +19.1% | -17.3% | -6.2% |
| 3M | -24.4% | +24.7% | -49.1% | -32.2% |
| 6M | -17.7% | +63.4% | -81.1% | -35.9% |
| YTD | -30.7% | +26.3% | -57.0% | -41.0% |
| 1Y | -33.6% | +20.6% | -54.2% | -42.1% |
| 3Y | +35.1% | -16.3% | +51.5% | +36.6% |
| 5Y | +63.1% | -3.9% | +67.0% | +50.7% |
| 10Y | +466.4% | +331.5% | +134.9% | +198.2% |
| All | +466.4% | +329.6% | +136.9% | +198.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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