-33.6%
FSLR vs CDW
+20.3%
-53.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.9% | -8.4% | -5.9% |
| 7D | -2.6% | +13.1% | -15.7% | -4.4% |
| 30D | +1.8% | +19.1% | -17.3% | -0.8% |
| 3M | -24.4% | +24.7% | -49.1% | -26.6% |
| 6M | -17.7% | +63.4% | -81.1% | -22.6% |
| YTD | -30.7% | +26.3% | -57.0% | -31.9% |
| 1Y | -33.6% | +20.6% | -54.2% | -31.1% |
| All | -33.6% | +20.3% | -53.9% | -31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling