+33.2%
FSLR vs CF
+56.6%
-23.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.2% | -5.5% | +0.2% |
| 7D | +10.7% | +0.4% | +10.3% | +10.6% |
| 30D | +8.9% | +2.2% | +6.7% | +8.6% |
| 3M | -17.3% | +2.1% | -19.4% | -17.7% |
| 6M | -10.8% | -6.5% | -4.2% | -10.6% |
| YTD | -25.1% | +55.6% | -80.6% | -35.2% |
| 1Y | -29.4% | +42.3% | -71.7% | -37.6% |
| All | +33.2% | +56.6% | -23.4% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling