+454.3%
FSLR vs CI
+142.6%
+311.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +4.7% |
| 7D | +6.8% | -2.0% | +8.8% | +7.2% |
| 30D | -14.7% | -1.8% | -12.9% | -14.4% |
| 3M | -22.6% | -4.2% | -18.3% | -22.1% |
| 6M | +12.7% | +2.7% | +10.0% | +11.2% |
| YTD | -18.4% | +1.9% | -20.3% | -19.4% |
| 1Y | +4.9% | -6.3% | +11.2% | +4.8% |
| 3Y | +16.4% | +3.9% | +12.5% | +10.0% |
| 5Y | +123.5% | +41.9% | +81.6% | +88.5% |
| 10Y | +454.3% | +140.4% | +313.9% | +320.0% |
| All | +454.3% | +142.6% | +311.8% | +320.0% |
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