+1,031.4%
FSLR vs CG
+351.2%
+680.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.8% |
| 7D | 0.0% | -4.3% | +4.3% | +1.7% |
| 30D | -13.7% | -5.1% | -8.6% | -12.2% |
| 3M | -35.1% | +8.7% | -43.8% | -37.3% |
| 6M | +3.6% | -9.2% | +12.9% | +6.4% |
| YTD | -21.7% | -18.9% | -2.9% | -16.9% |
| 1Y | +1.3% | -25.6% | +26.9% | +10.5% |
| 3Y | +9.7% | +57.3% | -47.6% | -16.2% |
| 5Y | +117.4% | +10.2% | +107.2% | +84.4% |
| 10Y | +435.5% | +364.2% | +71.3% | +156.4% |
| All | +1,031.4% | +351.2% | +680.3% | +477.7% |
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