+9.6%
FSLR vs CSGP
-61.9%
+71.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.9% |
| 7D | 0.0% | -4.1% | +4.1% | +1.0% |
| 30D | -13.7% | +2.3% | -16.0% | -14.4% |
| 3M | -35.1% | -8.2% | -26.9% | -34.1% |
| 6M | +3.6% | -35.1% | +38.7% | +18.5% |
| YTD | -21.7% | -54.0% | +32.3% | +1.7% |
| 1Y | +1.3% | -65.3% | +66.6% | +48.3% |
| All | +9.6% | -61.9% | +71.5% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling