+74.9%
FSLR vs CFG
+61.2%
+13.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.7% | +3.0% |
| 7D | +15.3% | -0.9% | +16.2% | +15.6% |
| 30D | +11.7% | +1.1% | +10.6% | +11.3% |
| 3M | -17.6% | -12.0% | -5.6% | -14.3% |
| 6M | -7.7% | -2.2% | -5.5% | -7.4% |
| YTD | -23.0% | +11.4% | -34.4% | -26.1% |
| 1Y | -26.0% | +27.8% | -53.9% | -32.0% |
| 3Y | +36.9% | +173.3% | -136.4% | -5.0% |
| All | +74.9% | +61.2% | +13.6% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling