+418.1%
FSLR vs CSGP
+65.8%
+352.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -1.5% |
| 7D | -14.8% | +1.3% | -16.1% | -15.2% |
| 30D | -4.3% | +2.8% | -7.1% | -6.5% |
| 3M | -23.4% | -6.3% | -17.1% | -22.9% |
| 6M | -26.9% | -3.2% | -23.8% | -28.9% |
| YTD | -34.4% | -54.0% | +19.6% | -14.5% |
| 1Y | -33.2% | -54.8% | +21.6% | -12.5% |
| 3Y | +28.1% | -60.6% | +88.6% | +73.7% |
| 5Y | +54.5% | -62.6% | +117.2% | +107.4% |
| All | +418.1% | +65.8% | +352.3% | +277.8% |
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