+726.4%
FSLR vs CHD
+1,094.0%
-367.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | 0.0% | -2.7% | +2.7% | +1.0% |
| 30D | -13.7% | -4.6% | -9.0% | -12.1% |
| 3M | -35.1% | +5.0% | -40.1% | -36.7% |
| 6M | +3.6% | -3.2% | +6.9% | +4.1% |
| YTD | -21.7% | +18.6% | -40.4% | -27.4% |
| 1Y | +1.3% | +4.8% | -3.5% | -1.8% |
| 3Y | +9.7% | +6.1% | +3.6% | +3.4% |
| 5Y | +117.4% | +24.0% | +93.4% | +84.5% |
| 10Y | +435.5% | +124.5% | +311.0% | +192.7% |
| All | +726.4% | +1,094.0% | -367.7% | +30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling