+16.4%
FSLR vs CHRW
+86.2%
-69.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +4.1% |
| 7D | +6.8% | +1.9% | +4.9% | +6.5% |
| 30D | -14.7% | +0.9% | -15.7% | -14.8% |
| 3M | -22.6% | -19.9% | -2.7% | -20.6% |
| 6M | +12.7% | -15.8% | +28.5% | +14.3% |
| YTD | -18.4% | -5.6% | -12.8% | -19.0% |
| 1Y | +4.9% | +21.0% | -16.1% | -0.2% |
| 3Y | +16.4% | +86.0% | -69.6% | -5.1% |
| All | +16.4% | +86.2% | -69.8% | -5.1% |
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