+447.0%
FSLR vs CDW
+262.5%
+184.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.5% | -3.3% | -4.1% |
| 7D | +0.2% | -4.2% | +4.5% | +1.9% |
| 30D | -15.1% | +4.9% | -20.0% | -17.3% |
| 3M | -22.5% | +7.3% | -29.8% | -26.2% |
| 6M | +4.0% | +19.2% | -15.2% | -8.4% |
| YTD | -22.3% | +6.2% | -28.4% | -28.0% |
| 1Y | 0.0% | -14.0% | +14.0% | +2.4% |
| 3Y | +10.9% | -30.0% | +40.8% | +22.1% |
| 5Y | +105.4% | -23.6% | +129.0% | +111.6% |
| 10Y | +447.0% | +269.4% | +177.6% | +197.5% |
| All | +447.0% | +262.5% | +184.5% | +197.5% |
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