+713.0%
FSLR vs CP
+939.7%
-226.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +3.8% |
| 7D | +15.3% | +2.8% | +12.6% | +13.3% |
| 30D | +11.7% | +10.2% | +1.5% | +4.8% |
| 3M | -17.6% | +2.4% | -20.0% | -19.0% |
| 6M | -7.7% | +7.7% | -15.4% | -12.8% |
| YTD | -23.0% | +26.0% | -49.0% | -34.9% |
| 1Y | -26.0% | +34.6% | -60.7% | -40.1% |
| 3Y | +36.9% | +26.7% | +10.2% | +13.2% |
| 5Y | +72.9% | +24.9% | +48.0% | +40.1% |
| 10Y | +519.3% | +258.6% | +260.7% | +124.7% |
| All | +713.0% | +939.7% | -226.7% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling