+116.4%
FSLR vs CI
+42.7%
+73.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.4% |
| 7D | 0.0% | +1.3% | -1.3% | 0.0% |
| 30D | -13.7% | +4.4% | -18.1% | -13.7% |
| 3M | -35.1% | +0.7% | -35.7% | -35.1% |
| 6M | +3.6% | +0.3% | +3.3% | +3.4% |
| YTD | -21.7% | +3.8% | -25.5% | -22.1% |
| 1Y | +1.3% | -5.5% | +6.8% | +1.4% |
| 3Y | +9.7% | +8.1% | +1.6% | +6.5% |
| All | +116.4% | +42.7% | +73.7% | +103.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling