+1,013.1%
FSLR vs CG
+281.3%
+731.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +3.0% |
| 7D | +15.3% | -1.2% | +16.5% | +15.7% |
| 30D | +11.7% | +5.0% | +6.6% | +9.3% |
| 3M | -17.6% | -18.2% | +0.6% | -11.6% |
| 6M | -7.7% | -20.7% | +13.0% | -0.2% |
| YTD | -23.0% | -31.4% | +8.4% | -13.2% |
| 1Y | -26.0% | -22.3% | -3.8% | -20.5% |
| 3Y | +36.9% | +50.2% | -13.3% | +5.6% |
| 5Y | +72.9% | -22.1% | +95.0% | +67.7% |
| 10Y | +519.3% | +295.5% | +223.7% | +214.7% |
| All | +1,013.1% | +281.3% | +731.8% | +503.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling