+726.4%
FSLR vs CSGP
+518.0%
+208.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.3% |
| 7D | 0.0% | -4.1% | +4.1% | +2.0% |
| 30D | -13.7% | +2.3% | -16.0% | -15.3% |
| 3M | -35.1% | -8.2% | -26.9% | -34.2% |
| 6M | +3.6% | -35.1% | +38.7% | +22.8% |
| YTD | -21.7% | -54.0% | +32.3% | +9.1% |
| 1Y | +1.3% | -65.3% | +66.6% | +61.2% |
| 3Y | +9.7% | -62.6% | +72.3% | +63.6% |
| 5Y | +117.4% | -64.8% | +182.2% | +219.1% |
| 10Y | +435.5% | +45.1% | +390.4% | +226.8% |
| All | +726.4% | +518.0% | +208.4% | +78.5% |
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 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