-29.5%
CIFR vs FSLR
+70.5%
-100.0%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +2.7% | +15.2% | +16.6% |
| 7D | -10.2% | +15.3% | -25.6% | -16.8% |
| 30D | -55.0% | +11.7% | -66.7% | -57.5% |
| 3M | -64.1% | -17.6% | -46.4% | -61.0% |
| 6M | -70.1% | -7.7% | -62.4% | -69.3% |
| YTD | -55.7% | -23.0% | -32.7% | -51.0% |
| 1Y | -69.9% | -26.0% | -43.8% | -65.9% |
| 3Y | +68.7% | +36.9% | +31.8% | +21.2% |
| All | -29.5% | +70.5% | -100.0% | -74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling