+96.9%
FSLR vs CHTR
-81.7%
+178.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.5% |
| 7D | +2.2% | -4.1% | +6.3% | +2.7% |
| 30D | -7.8% | -3.0% | -4.9% | -7.7% |
| 3M | -22.9% | +4.8% | -27.7% | -23.6% |
| 6M | +4.4% | -35.0% | +39.4% | +9.0% |
| YTD | -20.0% | -30.2% | +10.2% | -17.5% |
| 1Y | +2.8% | -44.8% | +47.6% | +9.7% |
| 3Y | +16.5% | -66.6% | +83.1% | +31.0% |
| All | +96.9% | -81.7% | +178.5% | +123.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling