-71.1%
CIFR vs FSLR
-24.3%
-46.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +4.6% | -24.6% | -22.7% |
| 7D | -26.7% | +10.3% | -37.0% | -31.6% |
| 30D | -58.0% | +10.4% | -68.4% | -60.7% |
| 3M | -68.1% | -20.2% | -47.9% | -63.7% |
| 6M | -63.7% | -8.0% | -55.7% | -62.5% |
| YTD | -56.0% | -25.5% | -30.4% | -48.7% |
| 1Y | -71.1% | -26.0% | -45.2% | -66.3% |
| All | -71.1% | -24.3% | -46.9% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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