+713.0%
FSLR vs CI
+720.8%
-7.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.4% | +3.7% |
| 7D | +15.3% | -1.6% | +16.9% | +15.9% |
| 30D | +11.7% | +5.4% | +6.2% | +9.3% |
| 3M | -17.6% | +7.3% | -24.9% | -19.8% |
| 6M | -7.7% | +5.3% | -13.0% | -10.6% |
| YTD | -23.0% | +8.5% | -31.5% | -26.6% |
| 1Y | -26.0% | +17.1% | -43.2% | -31.5% |
| 3Y | +36.9% | +1.4% | +35.4% | +26.6% |
| 5Y | +72.9% | +50.5% | +22.5% | +32.8% |
| 10Y | +519.3% | +168.5% | +350.7% | +238.3% |
| All | +713.0% | +720.8% | -7.8% | +124.3% |
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