+79.2%
CIFR vs FSLR
+141.3%
-62.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.6% | +2.7% |
| 7D | +16.9% | 0.0% | +16.9% | +17.1% |
| 30D | -5.2% | -13.7% | +8.5% | +0.5% |
| 3M | -30.6% | -35.1% | +4.5% | -17.0% |
| 6M | +10.6% | +3.6% | +7.0% | +9.7% |
| YTD | +20.2% | -21.7% | +41.9% | +31.4% |
| 1Y | +139.7% | +1.3% | +138.5% | +138.9% |
| 3Y | +489.4% | +9.7% | +479.7% | +413.2% |
| 5Y | +54.4% | +117.4% | -63.0% | -12.6% |
| All | +79.2% | +141.3% | -62.1% | -0.1% |
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