+420.9%
FSLR vs CHRW
+128.5%
+292.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.7% | -3.4% |
| 7D | -12.0% | +4.7% | -16.7% | -13.0% |
| 30D | -7.7% | -2.6% | -5.1% | -7.4% |
| 3M | -24.0% | -8.0% | -16.0% | -23.1% |
| 6M | -24.4% | -19.0% | -5.4% | -22.1% |
| YTD | -34.0% | -15.5% | -18.6% | -33.5% |
| 1Y | -35.6% | -10.8% | -24.8% | -35.9% |
| 3Y | +28.7% | +79.8% | -51.1% | +0.8% |
| 5Y | +55.3% | +59.3% | -3.9% | +24.6% |
| All | +420.9% | +128.5% | +292.3% | +270.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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