+35.1%
FSLR vs CHD
+29.0%
+6.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -6.0% | -5.6% |
| 7D | -2.6% | +2.4% | -5.0% | -2.7% |
| 30D | +1.8% | +13.9% | -12.1% | +1.4% |
| 3M | -24.4% | +8.5% | -32.9% | -24.6% |
| 6M | -17.7% | +20.4% | -38.1% | -18.2% |
| YTD | -30.7% | +34.5% | -65.3% | -31.1% |
| 1Y | -33.6% | +33.8% | -67.4% | -34.0% |
| 3Y | +35.1% | +29.1% | +6.0% | +31.4% |
| All | +35.1% | +29.0% | +6.1% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling