+695.6%
CVNA vs FSLR
+15.2%
+680.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -0.9% |
| 7D | +3.5% | +6.8% | -3.3% | +1.7% |
| 30D | +5.5% | -14.7% | +20.2% | +9.6% |
| 3M | +7.6% | -22.6% | +30.2% | +14.3% |
| 6M | +17.6% | +12.7% | +4.9% | +12.1% |
| YTD | -11.5% | -18.4% | +6.9% | -9.7% |
| 1Y | +0.4% | +4.9% | -4.6% | -6.0% |
| 3Y | +695.6% | +16.4% | +679.2% | +488.6% |
| All | +695.6% | +15.2% | +680.4% | +488.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling