+74.9%
FSLR vs CHRW
+49.0%
+25.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.1% | +3.2% |
| 7D | +15.3% | +0.6% | +14.8% | +15.2% |
| 30D | +11.7% | -7.3% | +19.0% | +13.0% |
| 3M | -17.6% | -14.2% | -3.4% | -15.6% |
| 6M | -7.7% | -25.1% | +17.3% | -3.8% |
| YTD | -23.0% | -21.2% | -1.8% | -21.5% |
| 1Y | -26.0% | -14.2% | -11.9% | -26.1% |
| 3Y | +36.9% | +63.5% | -26.7% | +9.1% |
| All | +74.9% | +49.0% | +25.9% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling