-33.6%
FSLR vs CF
+50.8%
-84.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.6% | -8.1% | -5.2% |
| 7D | -2.6% | +4.8% | -7.4% | -2.0% |
| 30D | +1.8% | +9.7% | -7.9% | +3.0% |
| 3M | -24.4% | +1.2% | -25.6% | -23.9% |
| 6M | -17.7% | +7.4% | -25.1% | -17.2% |
| YTD | -30.7% | +60.5% | -91.2% | -37.3% |
| 1Y | -33.6% | +50.7% | -84.4% | -40.6% |
| All | -33.6% | +50.8% | -84.5% | -40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling