+726.4%
FSLR vs CI
+685.5%
+40.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.0% |
| 7D | 0.0% | +1.3% | -1.3% | -0.5% |
| 30D | -13.7% | +4.4% | -18.1% | -15.0% |
| 3M | -35.1% | +0.7% | -35.7% | -35.7% |
| 6M | +3.6% | +0.3% | +3.3% | +2.1% |
| YTD | -21.7% | +3.8% | -25.5% | -24.0% |
| 1Y | +1.3% | -5.5% | +6.8% | +0.4% |
| 3Y | +9.7% | +8.1% | +1.6% | -1.1% |
| 5Y | +117.4% | +42.8% | +74.6% | +70.2% |
| 10Y | +435.5% | +143.9% | +291.6% | +203.9% |
| All | +726.4% | +685.5% | +40.9% | +132.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling