+359.4%
FSLR vs CDW
+903.1%
-543.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.0% |
| 7D | 0.0% | +3.2% | -3.2% | -1.4% |
| 30D | -13.7% | +9.3% | -22.9% | -17.3% |
| 3M | -35.1% | +9.8% | -44.9% | -38.6% |
| 6M | +3.6% | +23.3% | -19.7% | -9.9% |
| YTD | -21.7% | +13.7% | -35.4% | -29.6% |
| 1Y | +1.3% | -6.5% | +7.8% | -0.2% |
| 3Y | +9.7% | -25.2% | +34.9% | +17.5% |
| 5Y | +117.4% | -19.5% | +136.8% | +119.3% |
| 10Y | +435.5% | +285.8% | +149.7% | +143.9% |
| All | +359.4% | +903.1% | -543.7% | +73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling