+726.4%
FSLR vs CHRW
+417.5%
+308.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.9% |
| 7D | 0.0% | -1.4% | +1.4% | +0.6% |
| 30D | -13.7% | -3.5% | -10.2% | -12.5% |
| 3M | -35.1% | -19.4% | -15.7% | -29.9% |
| 6M | +3.6% | -21.4% | +25.0% | +12.1% |
| YTD | -21.7% | -7.1% | -14.6% | -23.0% |
| 1Y | +1.3% | +17.8% | -16.5% | -12.8% |
| 3Y | +9.7% | +78.8% | -69.1% | -28.0% |
| 5Y | +117.4% | +83.5% | +33.8% | +33.9% |
| 10Y | +435.5% | +160.2% | +275.3% | +139.1% |
| All | +726.4% | +417.5% | +308.9% | +150.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling