+3,065.8%
CVNA vs FSLR
+603.5%
+2,462.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.0% | -6.3% | -5.0% |
| 7D | -4.3% | -0.1% | -4.2% | -4.4% |
| 30D | -2.4% | -14.0% | +11.6% | +3.2% |
| 3M | +4.5% | -16.9% | +21.4% | +11.4% |
| 6M | +10.2% | +4.7% | +5.5% | +5.3% |
| YTD | -16.7% | -20.7% | +4.0% | -13.7% |
| 1Y | -3.8% | +1.7% | -5.4% | -11.2% |
| 3Y | +648.3% | +13.1% | +635.2% | +472.8% |
| 5Y | +6.6% | +108.4% | -101.8% | -41.8% |
| All | +3,065.8% | +603.5% | +2,462.3% | +1,683.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling