+447.0%
FSLR vs CHD
+123.8%
+323.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.4% | -4.6% |
| 7D | +0.2% | -4.2% | +4.4% | +0.7% |
| 30D | -15.1% | -7.6% | -7.6% | -14.3% |
| 3M | -22.5% | -1.6% | -20.9% | -22.4% |
| 6M | +4.0% | -6.3% | +10.3% | +4.7% |
| YTD | -22.3% | +14.6% | -36.8% | -23.7% |
| 1Y | 0.0% | +1.6% | -1.6% | -0.6% |
| 3Y | +10.9% | +3.1% | +7.7% | +9.1% |
| 5Y | +105.4% | +21.1% | +84.3% | +93.7% |
| 10Y | +447.0% | +128.6% | +318.4% | +337.6% |
| All | +447.0% | +123.8% | +323.2% | +337.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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