+686.2%
FSLR vs CSGP
+551.3%
+134.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.0% | +0.6% | +2.8% |
| 7D | +10.3% | +18.3% | -8.0% | +1.8% |
| 30D | +10.4% | +17.8% | -7.4% | +0.3% |
| 3M | -20.2% | +9.3% | -29.4% | -25.6% |
| 6M | -8.0% | -7.9% | -0.1% | -9.3% |
| YTD | -25.5% | -51.5% | +26.0% | -0.7% |
| 1Y | -26.0% | -53.3% | +27.4% | +0.2% |
| 3Y | +28.0% | -57.9% | +85.9% | +77.0% |
| 5Y | +66.7% | -61.3% | +128.0% | +130.6% |
| 10Y | +498.9% | +77.5% | +421.3% | +221.9% |
| All | +686.2% | +551.3% | +134.9% | +62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling