-26.0%
FSLR vs CHRW
-16.7%
-9.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.1% | +3.0% |
| 7D | +15.3% | +0.6% | +14.8% | +15.2% |
| 30D | +11.7% | -7.3% | +19.0% | +12.4% |
| 3M | -17.6% | -14.2% | -3.4% | -16.5% |
| 6M | -7.7% | -25.1% | +17.3% | -6.1% |
| YTD | -23.0% | -21.2% | -1.8% | -32.4% |
| 1Y | -26.0% | -14.2% | -11.9% | -41.4% |
| All | -26.0% | -16.7% | -9.3% | -41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling