+455.6%
FSLR vs CP
+251.7%
+203.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -8.4% | -0.7% | -7.8% | -8.2% |
| 30D | -0.9% | +9.6% | -10.5% | -5.7% |
| 3M | -26.1% | +2.2% | -28.3% | -27.1% |
| 6M | -23.6% | +11.1% | -34.7% | -28.2% |
| YTD | -31.8% | +28.2% | -60.0% | -41.0% |
| 1Y | -32.6% | +32.2% | -64.7% | -42.6% |
| 3Y | +33.0% | +35.5% | -2.5% | +10.4% |
| 5Y | +56.8% | +26.8% | +30.0% | +32.4% |
| 10Y | +455.6% | +256.9% | +198.6% | +161.1% |
| All | +455.6% | +251.7% | +203.8% | +161.1% |
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