+33.1%
FSLR vs CFG
+192.0%
-159.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -1.9% |
| 7D | -8.4% | -0.8% | -7.6% | -8.3% |
| 30D | -0.9% | +3.1% | -4.0% | -1.9% |
| 3M | -26.1% | -9.7% | -16.4% | -23.8% |
| 6M | -23.6% | +6.7% | -30.4% | -25.4% |
| YTD | -31.8% | +15.2% | -47.0% | -35.3% |
| 1Y | -32.6% | +28.8% | -61.4% | -38.3% |
| All | +33.1% | +192.0% | -159.0% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling