+52.6%
FSLR vs CFG
+61.7%
-9.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -14.8% | +3.2% | -18.0% | -15.7% |
| 30D | -4.3% | +5.1% | -9.4% | -5.8% |
| 3M | -23.4% | -11.2% | -12.1% | -20.6% |
| 6M | -26.9% | +9.6% | -36.5% | -29.2% |
| YTD | -34.4% | +15.0% | -49.4% | -37.7% |
| 1Y | -33.2% | +29.9% | -63.1% | -38.9% |
| 3Y | +28.1% | +192.1% | -164.0% | -12.9% |
| All | +52.6% | +61.7% | -9.1% | +12.8% |
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