+33.1%
FSLR vs CI
+8.8%
+24.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.6% |
| 7D | -8.4% | -1.3% | -7.1% | -8.5% |
| 30D | -0.9% | +6.4% | -7.3% | -0.5% |
| 3M | -26.1% | +10.7% | -36.7% | -25.6% |
| 6M | -23.6% | +5.5% | -29.1% | -23.3% |
| YTD | -31.8% | +11.4% | -43.2% | -31.4% |
| 1Y | -32.6% | +15.0% | -47.6% | -32.1% |
| All | +33.1% | +8.8% | +24.3% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling