+27.1%
FSLR vs CHYM
-24.9%
+51.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.3% | +8.6% | +5.0% |
| 7D | +6.8% | +2.1% | +4.8% | +6.4% |
| 30D | -14.7% | +11.0% | -25.7% | -16.3% |
| 3M | -22.6% | +83.9% | -106.5% | -31.0% |
| 6M | +12.7% | +45.3% | -32.6% | +3.3% |
| YTD | -18.4% | +28.4% | -46.7% | -23.6% |
| 1Y | +4.9% | +32.2% | -27.3% | -3.0% |
| All | +27.1% | -24.9% | +51.9% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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