+691.3%
FSLR vs CF
+3,906.7%
-3,215.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.2% | -5.5% | -1.7% |
| 7D | +10.7% | +0.4% | +10.3% | +10.1% |
| 30D | +8.9% | +2.2% | +6.7% | +7.5% |
| 3M | -17.3% | +2.1% | -19.4% | -19.1% |
| 6M | -10.8% | -6.5% | -4.2% | -10.9% |
| YTD | -25.1% | +55.6% | -80.6% | -40.7% |
| 1Y | -29.4% | +42.3% | -71.7% | -42.3% |
| 3Y | +28.8% | +55.7% | -26.9% | -1.6% |
| 5Y | +68.3% | +122.4% | -54.1% | +0.5% |
| 10Y | +502.7% | +568.5% | -65.8% | +81.5% |
| All | +691.3% | +3,906.7% | -3,215.5% | -6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling