+431.2%
FSLR vs CP
+222.0%
+209.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.6% |
| 7D | 0.0% | -2.7% | +2.7% | +1.4% |
| 30D | -13.7% | +0.2% | -13.8% | -13.8% |
| 3M | -35.1% | +2.6% | -37.7% | -36.2% |
| 6M | +3.6% | +6.0% | -2.3% | -0.2% |
| YTD | -21.7% | +24.9% | -46.7% | -31.3% |
| 1Y | +1.3% | +20.1% | -18.8% | -9.5% |
| 3Y | +9.7% | +16.4% | -6.7% | -1.3% |
| 5Y | +117.4% | +31.7% | +85.6% | +79.2% |
| All | +431.2% | +222.0% | +209.2% | +156.4% |
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