+52.6%
FSLR vs CDW
-4.0%
+56.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.3% |
| 7D | -14.8% | +9.3% | -24.1% | -17.5% |
| 30D | -4.3% | +14.4% | -18.7% | -9.3% |
| 3M | -23.4% | +21.4% | -44.8% | -29.2% |
| 6M | -26.9% | +72.8% | -99.7% | -42.1% |
| YTD | -34.4% | +28.0% | -62.4% | -42.7% |
| 1Y | -33.2% | +19.3% | -52.6% | -39.6% |
| 3Y | +28.1% | -15.3% | +43.4% | +31.5% |
| All | +52.6% | -4.0% | +56.6% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling