+466.4%
FSLR vs CFG
+230.2%
+236.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.4% |
| 7D | -2.6% | +0.7% | -3.3% | -3.0% |
| 30D | +1.8% | +2.8% | -1.0% | +0.7% |
| 3M | -24.4% | -10.1% | -14.3% | -21.7% |
| 6M | -17.7% | +3.2% | -20.9% | -19.0% |
| YTD | -30.7% | +14.2% | -44.9% | -34.4% |
| 1Y | -33.6% | +27.4% | -61.0% | -39.5% |
| 3Y | +35.1% | +187.6% | -152.4% | -10.2% |
| 5Y | +63.1% | +65.7% | -2.6% | +26.6% |
| 10Y | +466.4% | +219.7% | +246.8% | +270.2% |
| All | +466.4% | +230.2% | +236.3% | +270.2% |
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