+0.8%
CVNA vs FSLR
+1.0%
-0.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.8% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +7.4% | -13.7% | +21.0% | +9.1% |
| 3M | +12.7% | -35.1% | +47.8% | +16.8% |
| 6M | +17.9% | +3.6% | +14.3% | +17.4% |
| YTD | -11.6% | -21.7% | +10.1% | -10.9% |
| 1Y | +0.8% | +1.3% | -0.5% | -13.2% |
| All | +0.8% | +1.0% | -0.3% | -13.2% |
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