+454.3%
FSLR vs CG
+345.5%
+108.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +5.2% |
| 7D | +6.8% | -1.3% | +8.1% | +7.3% |
| 30D | -14.7% | -3.2% | -11.6% | -13.8% |
| 3M | -22.6% | +6.2% | -28.8% | -24.7% |
| 6M | +12.7% | -4.7% | +17.4% | +13.6% |
| YTD | -18.4% | -20.6% | +2.3% | -12.4% |
| 1Y | +4.9% | -26.4% | +31.3% | +15.4% |
| 3Y | +16.4% | +55.4% | -39.0% | -13.4% |
| 5Y | +123.5% | +9.8% | +113.6% | +86.1% |
| 10Y | +454.3% | +341.4% | +113.0% | +145.0% |
| All | +454.3% | +345.5% | +108.8% | +145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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