-26.0%
FSLR vs CI
+21.2%
-47.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.4% | +1.3% | +5.0% |
| 7D | +10.3% | +3.5% | +6.8% | +10.7% |
| 30D | +10.4% | +12.6% | -2.2% | +11.6% |
| 3M | -20.2% | +12.1% | -32.2% | -19.2% |
| 6M | -8.0% | +10.6% | -18.6% | -7.3% |
| YTD | -25.5% | +12.8% | -38.4% | -25.7% |
| 1Y | -26.0% | +18.0% | -44.0% | -25.7% |
| All | -26.0% | +21.2% | -47.2% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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