+139.7%
CIFR vs FSLR
+1.0%
+138.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.6% | +3.1% |
| 7D | +16.9% | 0.0% | +16.9% | +17.1% |
| 30D | -5.2% | -13.7% | +8.5% | +3.6% |
| 3M | -30.6% | -35.1% | +4.5% | -9.6% |
| 6M | +10.6% | +3.6% | +7.0% | +7.9% |
| YTD | +20.2% | -21.7% | +41.9% | +36.9% |
| 1Y | +139.7% | +1.3% | +138.5% | +148.8% |
| All | +139.7% | +1.0% | +138.7% | +148.8% |
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