+619.9%
FSLR vs CHD
+1,257.3%
-637.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -8.4% | 0.0% | -8.4% | -8.5% |
| 30D | -0.9% | +12.2% | -13.1% | -5.2% |
| 3M | -26.1% | +9.3% | -35.4% | -28.7% |
| 6M | -23.6% | +24.3% | -47.9% | -30.3% |
| YTD | -31.8% | +34.9% | -66.7% | -39.8% |
| 1Y | -32.6% | +32.7% | -65.3% | -40.2% |
| 3Y | +33.0% | +29.4% | +3.6% | +16.0% |
| 5Y | +56.8% | +31.7% | +25.1% | +31.1% |
| 10Y | +455.6% | +191.7% | +263.9% | +161.8% |
| All | +619.9% | +1,257.3% | -637.3% | +8.2% |
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