+9.6%
FSLR vs CF
+73.9%
-64.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -1.1% |
| 7D | 0.0% | +6.0% | -6.0% | -0.6% |
| 30D | -13.7% | +14.8% | -28.5% | -15.0% |
| 3M | -35.1% | +14.1% | -49.1% | -36.2% |
| 6M | +3.6% | +28.5% | -24.9% | -3.5% |
| YTD | -21.7% | +74.9% | -96.7% | -33.5% |
| 1Y | +1.3% | +61.7% | -60.4% | -12.5% |
| All | +9.6% | +73.9% | -64.3% | -10.0% |
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