-26.0%
FSLR vs CHTR
-46.1%
+20.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.7% | -1.0% | +4.4% |
| 7D | +10.3% | +14.1% | -3.8% | +9.8% |
| 30D | +10.4% | +11.6% | -1.2% | +9.9% |
| 3M | -20.2% | -21.4% | +1.3% | -20.1% |
| 6M | -8.0% | -27.3% | +19.3% | -6.6% |
| YTD | -25.5% | -42.4% | +16.9% | -21.1% |
| 1Y | -26.0% | -45.6% | +19.6% | -20.1% |
| All | -26.0% | -46.1% | +20.1% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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