+458.5%
FSLR vs CGNX
+193.6%
+264.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | -0.5% |
| 7D | +2.2% | +3.2% | -0.9% | +1.1% |
| 30D | -7.8% | +6.0% | -13.8% | -9.9% |
| 3M | -22.9% | +3.5% | -26.5% | -24.2% |
| 6M | +4.4% | +26.3% | -21.9% | -3.9% |
| YTD | -20.0% | +79.2% | -99.2% | -36.9% |
| 1Y | +2.8% | +43.8% | -41.0% | -13.0% |
| 3Y | +16.5% | +52.0% | -35.4% | -9.1% |
| 5Y | +110.3% | -24.0% | +134.3% | +107.6% |
| All | +458.5% | +193.6% | +264.8% | +269.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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