+466.4%
FSLR vs CNH
+107.8%
+358.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.4% | -1.2% | -3.9% |
| 7D | -2.6% | +4.5% | -7.2% | -4.8% |
| 30D | +1.8% | +7.6% | -5.9% | -1.7% |
| 3M | -24.4% | +17.0% | -41.4% | -30.4% |
| 6M | -17.7% | +12.9% | -30.7% | -23.5% |
| YTD | -30.7% | +34.3% | -65.0% | -40.5% |
| 1Y | -33.6% | +28.5% | -62.2% | -42.2% |
| 3Y | +35.1% | +31.9% | +3.3% | +12.5% |
| 5Y | +63.1% | -9.6% | +72.7% | +54.8% |
| 10Y | +466.4% | +106.3% | +360.2% | +270.1% |
| All | +466.4% | +107.8% | +358.6% | +270.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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