+408.5%
FSLR vs CNH
+64.7%
+343.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.5% | -3.0% |
| 7D | 0.0% | +23.3% | -23.3% | -8.0% |
| 30D | -13.7% | +33.5% | -47.1% | -23.3% |
| 3M | -35.1% | +32.7% | -67.8% | -42.3% |
| 6M | +3.6% | +22.2% | -18.5% | -5.5% |
| YTD | -21.7% | +57.7% | -79.4% | -35.6% |
| 1Y | +1.3% | +28.0% | -26.7% | -10.0% |
| 3Y | +9.7% | +11.5% | -1.8% | -0.2% |
| 5Y | +117.4% | +11.9% | +105.5% | +92.8% |
| 10Y | +435.5% | +162.8% | +272.7% | +227.1% |
| All | +408.5% | +64.7% | +343.8% | +215.7% |
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