+3,091.0%
CVNA vs FSLR
+485.1%
+2,605.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -2.8% |
| 7D | -1.7% | -12.0% | +10.3% | +3.2% |
| 30D | +17.3% | -7.7% | +25.0% | +21.1% |
| 3M | -2.3% | -24.0% | +21.8% | +8.2% |
| 6M | -3.9% | -24.4% | +20.5% | +4.6% |
| YTD | -16.1% | -34.0% | +18.0% | -6.9% |
| 1Y | +7.9% | -35.6% | +43.5% | +20.4% |
| 3Y | +1,113.4% | +28.7% | +1,084.8% | +754.7% |
| 5Y | +20.3% | +55.3% | -35.0% | -26.5% |
| All | +3,091.0% | +485.1% | +2,605.9% | +1,825.0% |
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