-34.0%
CIFR vs FSLR
+113.6%
-147.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.5% | +1.4% | -1.8% |
| 7D | -19.6% | -2.6% | -16.9% | -19.2% |
| 30D | -51.7% | +1.8% | -53.5% | -52.2% |
| 3M | -60.0% | -24.4% | -35.6% | -55.6% |
| 6M | -68.2% | -17.7% | -50.5% | -65.9% |
| YTD | -55.8% | -30.7% | -25.0% | -49.6% |
| 1Y | -66.8% | -33.6% | -33.1% | -61.4% |
| 3Y | +119.1% | +35.1% | +84.0% | +76.8% |
| 5Y | -25.3% | +63.1% | -88.3% | -56.1% |
| All | -34.0% | +113.6% | -147.6% | -61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling