+466.4%
FSLR vs CF
+494.2%
-27.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.6% | -8.1% | -6.1% |
| 7D | -2.6% | +4.8% | -7.4% | -3.6% |
| 30D | +1.8% | +9.7% | -7.9% | -0.3% |
| 3M | -24.4% | +1.2% | -25.6% | -25.0% |
| 6M | -17.7% | +7.4% | -25.1% | -20.0% |
| YTD | -30.7% | +60.5% | -91.2% | -39.9% |
| 1Y | -33.6% | +50.7% | -84.4% | -41.7% |
| 3Y | +35.1% | +64.8% | -29.7% | +14.3% |
| 5Y | +63.1% | +115.8% | -52.7% | +22.0% |
| 10Y | +466.4% | +481.0% | -14.6% | +220.5% |
| All | +466.4% | +494.2% | -27.7% | +220.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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