+74.9%
FSLR vs CP
+24.4%
+50.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +3.6% |
| 7D | +15.3% | +2.8% | +12.6% | +13.8% |
| 30D | +11.7% | +10.2% | +1.5% | +6.4% |
| 3M | -17.6% | +2.4% | -20.0% | -18.6% |
| 6M | -7.7% | +7.7% | -15.4% | -11.6% |
| YTD | -23.0% | +26.0% | -49.0% | -32.2% |
| 1Y | -26.0% | +34.6% | -60.7% | -37.2% |
| 3Y | +36.9% | +26.7% | +10.2% | +19.0% |
| All | +74.9% | +24.4% | +50.5% | +52.1% |
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 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