+431.2%
FSLR vs CFG
+324.8%
+106.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | 0.0% | +1.5% | -1.5% | -0.5% |
| 30D | -13.7% | -3.8% | -9.8% | -12.6% |
| 3M | -35.1% | +11.5% | -46.6% | -37.6% |
| 6M | +3.6% | +19.2% | -15.5% | -2.8% |
| YTD | -21.7% | +23.7% | -45.4% | -27.8% |
| 1Y | +1.3% | +38.8% | -37.6% | -10.4% |
| 3Y | +9.7% | +178.9% | -169.2% | -26.1% |
| 5Y | +117.4% | +101.8% | +15.6% | +57.0% |
| All | +431.2% | +324.8% | +106.3% | +159.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling