+241.3%
FSLR vs CHWY
-43.2%
+284.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +1.5% |
| 7D | +2.2% | -13.6% | +15.8% | +5.0% |
| 30D | -7.8% | -8.5% | +0.7% | -6.5% |
| 3M | -22.9% | +8.9% | -31.8% | -24.5% |
| 6M | +4.4% | -20.5% | +24.9% | +7.6% |
| YTD | -20.0% | -38.2% | +18.2% | -13.9% |
| 1Y | +2.8% | -43.3% | +46.1% | +11.9% |
| 3Y | +16.5% | -8.5% | +25.1% | +9.8% |
| 5Y | +110.3% | -72.7% | +183.0% | +131.0% |
| All | +241.3% | -43.2% | +284.6% | +226.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 10y: compounded portfolio wealth divided by compounded CHWY 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…
10y analysis · Full analysis span regression · 6 months rolling