-35.6%
FSLR vs CSGP
-55.9%
+20.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.3% |
| 7D | -12.0% | -6.1% | -5.9% | -11.9% |
| 30D | -7.7% | +0.3% | -8.0% | -7.9% |
| 3M | -24.0% | -1.3% | -22.7% | -24.1% |
| 6M | -24.4% | -8.9% | -15.5% | -24.1% |
| YTD | -34.0% | -55.2% | +21.2% | -22.4% |
| 1Y | -35.6% | -56.4% | +20.8% | -24.5% |
| All | -35.6% | -55.9% | +20.3% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling