+139.8%
CIFR vs FSLR
+3.4%
+136.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.3% | 0.0% | +1.5% |
| 7D | +26.7% | +6.8% | +19.9% | +21.6% |
| 30D | +7.7% | -14.7% | +22.5% | +19.1% |
| 3M | -23.8% | -22.6% | -1.2% | -11.3% |
| 6M | +35.9% | +12.7% | +23.2% | +25.8% |
| YTD | +25.4% | -18.4% | +43.8% | +39.0% |
| 1Y | +139.8% | +4.9% | +134.8% | +146.4% |
| All | +139.8% | +3.4% | +136.4% | +146.4% |
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 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