-61.9%
CIFR vs FSLR
-33.8%
-28.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.6% | +10.5% | +9.8% |
| 7D | +9.4% | -8.4% | +17.8% | +14.9% |
| 30D | -45.3% | -0.9% | -44.4% | -45.5% |
| 3M | -58.7% | -26.1% | -32.6% | -51.2% |
| 6M | -64.9% | -23.6% | -41.3% | -59.6% |
| YTD | -51.8% | -31.8% | -20.0% | -41.3% |
| 1Y | -61.9% | -32.6% | -29.3% | -53.5% |
| All | -61.9% | -33.8% | -28.1% | -53.5% |
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