+495.8%
FSLR vs CDW
+303.2%
+192.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.1% |
| 7D | +15.3% | +2.1% | +13.2% | +13.9% |
| 30D | +11.7% | +14.7% | -3.1% | +4.7% |
| 3M | -17.6% | +11.1% | -28.7% | -22.3% |
| 6M | -7.7% | +45.6% | -53.3% | -24.4% |
| YTD | -23.0% | +17.1% | -40.1% | -32.1% |
| 1Y | -26.0% | +13.2% | -39.2% | -33.6% |
| 3Y | +36.9% | -22.2% | +59.0% | +42.9% |
| 5Y | +72.9% | -10.1% | +83.1% | +64.5% |
| All | +495.8% | +303.2% | +192.6% | +213.7% |
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