+25.2%
CVNA vs FSLR
-24.3%
+49.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.6% | +4.2% | +8.2% |
| 7D | +31.3% | +10.3% | +21.0% | +29.9% |
| 30D | +21.7% | +10.4% | +11.3% | +20.4% |
| 3M | +14.0% | -20.2% | +34.2% | +15.0% |
| 6M | +3.0% | -8.0% | +11.0% | +4.6% |
| YTD | -8.1% | -25.5% | +17.4% | -9.2% |
| 1Y | +25.2% | -26.0% | +51.1% | +23.3% |
| All | +25.2% | -24.3% | +49.4% | +23.3% |
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