+123.5%
FSLR vs CHD
+21.8%
+101.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.3% | +4.3% |
| 7D | +6.8% | -2.9% | +9.7% | +6.9% |
| 30D | -14.7% | -6.2% | -8.5% | -14.6% |
| 3M | -22.6% | +1.6% | -24.1% | -22.6% |
| 6M | +12.7% | -3.5% | +16.2% | +13.0% |
| YTD | -18.4% | +16.2% | -34.6% | -18.5% |
| 1Y | +4.9% | +3.4% | +1.5% | +4.5% |
| 3Y | +16.4% | +4.6% | +11.8% | +15.6% |
| 5Y | +123.5% | +21.1% | +102.3% | +113.9% |
| All | +123.5% | +21.8% | +101.7% | +113.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling