+52.6%
FSLR vs CNH
-17.7%
+70.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -14.8% | +3.0% | -17.8% | -16.1% |
| 30D | -4.3% | -0.6% | -3.7% | -4.6% |
| 3M | -23.4% | +14.6% | -38.0% | -28.9% |
| 6M | -26.9% | +11.8% | -38.7% | -31.8% |
| YTD | -34.4% | +30.4% | -64.8% | -43.1% |
| 1Y | -33.2% | +19.1% | -52.3% | -40.0% |
| 3Y | +28.1% | +30.2% | -2.1% | +5.4% |
| All | +52.6% | -17.7% | +70.3% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling