+424.5%
FSLR vs CSGP
+45.2%
+379.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.5% |
| 7D | 0.0% | -4.1% | +4.1% | +1.5% |
| 30D | -13.7% | +2.3% | -16.0% | -14.9% |
| 3M | -35.1% | -8.2% | -26.9% | -34.2% |
| 6M | +3.6% | -35.1% | +38.7% | +19.6% |
| YTD | -21.7% | -54.0% | +32.3% | +3.6% |
| 1Y | +1.3% | -65.3% | +66.6% | +50.2% |
| 3Y | +9.7% | -62.6% | +72.3% | +54.2% |
| 5Y | +117.4% | -64.8% | +182.2% | +201.9% |
| All | +424.5% | +45.2% | +379.3% | +296.2% |
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