+495.8%
FSLR vs CI
+166.5%
+329.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.4% | +3.2% |
| 7D | +15.3% | -1.6% | +16.9% | +15.7% |
| 30D | +11.7% | +5.4% | +6.2% | +10.3% |
| 3M | -17.6% | +7.3% | -24.9% | -18.9% |
| 6M | -7.7% | +5.3% | -13.0% | -9.3% |
| YTD | -23.0% | +8.5% | -31.5% | -25.0% |
| 1Y | -26.0% | +17.1% | -43.2% | -29.2% |
| 3Y | +36.9% | +1.4% | +35.4% | +30.9% |
| 5Y | +72.9% | +50.5% | +22.5% | +44.0% |
| All | +495.8% | +166.5% | +329.3% | +336.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling