+87.0%
CIFR vs FSLR
+151.7%
-64.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.3% | 0.0% | +2.5% |
| 7D | +26.7% | +6.8% | +19.9% | +23.4% |
| 30D | +7.7% | -14.7% | +22.5% | +14.9% |
| 3M | -23.8% | -22.6% | -1.2% | -15.4% |
| 6M | +35.9% | +12.7% | +23.2% | +30.2% |
| YTD | +25.4% | -18.4% | +43.8% | +34.7% |
| 1Y | +139.8% | +4.9% | +134.8% | +135.5% |
| 3Y | +515.0% | +16.4% | +498.6% | +423.2% |
| 5Y | +52.1% | +123.5% | -71.4% | -15.4% |
| All | +87.0% | +151.7% | -64.7% | +2.4% |
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