+466.4%
FSLR vs CP
+255.2%
+211.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.3% | -5.4% |
| 7D | -2.6% | +2.8% | -5.5% | -4.1% |
| 30D | +1.8% | +11.0% | -9.3% | -3.8% |
| 3M | -24.4% | +3.8% | -28.2% | -26.0% |
| 6M | -17.7% | +9.5% | -27.2% | -22.1% |
| YTD | -30.7% | +28.2% | -58.9% | -40.1% |
| 1Y | -33.6% | +33.0% | -66.6% | -43.7% |
| 3Y | +35.1% | +35.5% | -0.4% | +12.2% |
| 5Y | +63.1% | +25.8% | +37.3% | +38.3% |
| 10Y | +466.4% | +250.7% | +215.7% | +167.1% |
| All | +466.4% | +255.2% | +211.2% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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