+116.4%
FSLR vs CP
+32.0%
+84.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.6% |
| 7D | 0.0% | -2.7% | +2.7% | +1.3% |
| 30D | -13.7% | +0.2% | -13.8% | -13.8% |
| 3M | -35.1% | +2.6% | -37.7% | -36.1% |
| 6M | +3.6% | +6.0% | -2.3% | +0.1% |
| YTD | -21.7% | +24.9% | -46.7% | -30.7% |
| 1Y | +1.3% | +20.1% | -18.8% | -8.7% |
| 3Y | +9.7% | +16.4% | -6.7% | -0.3% |
| All | +116.4% | +32.0% | +84.4% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling