+28.1%
FSLR vs CHRW
+80.1%
-52.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -14.8% | +7.3% | -22.1% | -15.5% |
| 30D | -4.3% | -3.6% | -0.7% | -4.0% |
| 3M | -23.4% | -9.6% | -13.8% | -22.7% |
| 6M | -26.9% | -17.0% | -9.9% | -26.0% |
| YTD | -34.4% | -15.4% | -19.0% | -34.2% |
| 1Y | -33.2% | -10.0% | -23.2% | -33.5% |
| 3Y | +28.1% | +82.2% | -54.1% | +1.3% |
| All | +28.1% | +80.1% | -52.1% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling