+74.9%
FSLR vs CF
+120.6%
-45.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.1% | +2.7% |
| 7D | +15.3% | -3.2% | +18.5% | +15.6% |
| 30D | +11.7% | +4.3% | +7.3% | +11.1% |
| 3M | -17.6% | +2.8% | -20.4% | -18.1% |
| 6M | -7.7% | +0.6% | -8.3% | -8.5% |
| YTD | -23.0% | +56.6% | -79.6% | -30.0% |
| 1Y | -26.0% | +49.6% | -75.7% | -32.4% |
| 3Y | +36.9% | +61.5% | -24.6% | +22.4% |
| All | +74.9% | +120.6% | -45.7% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling