+479.9%
FSLR vs CSGP
+71.3%
+408.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.3% | +1.2% |
| 7D | +10.7% | +13.9% | -3.2% | +5.6% |
| 30D | +8.9% | +16.0% | -7.1% | +1.8% |
| 3M | -17.3% | +6.1% | -23.4% | -20.7% |
| 6M | -10.8% | -8.2% | -2.6% | -11.2% |
| YTD | -25.1% | -52.3% | +27.3% | -3.4% |
| 1Y | -29.4% | -54.5% | +25.1% | -7.5% |
| 3Y | +28.8% | -58.6% | +87.4% | +71.7% |
| 5Y | +68.3% | -61.5% | +129.8% | +123.9% |
| All | +479.9% | +71.3% | +408.5% | +308.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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