-35.6%
FSLR vs CDW
+22.8%
-58.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | -12.0% | +9.1% | -21.1% | -13.0% |
| 30D | -7.7% | +13.7% | -21.4% | -9.4% |
| 3M | -24.0% | +27.0% | -51.1% | -26.4% |
| 6M | -24.4% | +75.9% | -100.3% | -29.3% |
| YTD | -34.0% | +28.9% | -62.9% | -34.9% |
| 1Y | -35.6% | +19.6% | -55.2% | -31.0% |
| All | -35.6% | +22.8% | -58.4% | -31.0% |
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