-31.2%
CIFR vs FSLR
+126.1%
-157.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.7% | +8.8% | +6.0% |
| 7D | -0.7% | +5.3% | -6.0% | -3.3% |
| 30D | -49.6% | +7.8% | -57.4% | -51.4% |
| 3M | -60.4% | -23.4% | -37.0% | -56.2% |
| 6M | -66.9% | -12.9% | -54.0% | -65.2% |
| YTD | -53.9% | -26.7% | -27.2% | -48.7% |
| 1Y | -67.1% | -28.4% | -38.7% | -62.9% |
| 3Y | +118.3% | +44.6% | +73.7% | +71.3% |
| 5Y | -26.9% | +67.9% | -94.8% | -58.1% |
| All | -31.2% | +126.1% | -157.4% | -61.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling