+400.2%
FSLR vs CNH
+32.2%
+368.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | 0.0% | +1.7% |
| 7D | +15.3% | -1.7% | +17.0% | +16.0% |
| 30D | +11.7% | -7.2% | +18.9% | +14.6% |
| 3M | -17.6% | +6.5% | -24.2% | -20.7% |
| 6M | -7.7% | +7.9% | -15.6% | -12.0% |
| YTD | -23.0% | +26.6% | -49.6% | -31.6% |
| 1Y | -26.0% | +13.8% | -39.8% | -31.7% |
| 3Y | +36.9% | +9.2% | +27.7% | +24.3% |
| 5Y | +72.9% | -15.6% | +88.5% | +69.9% |
| 10Y | +519.3% | +119.2% | +400.1% | +304.1% |
| All | +400.2% | +32.2% | +368.0% | +235.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling