+13.6%
CVNA vs FSLR
+116.7%
-103.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -1.6% |
| 7D | +3.5% | +6.8% | -3.3% | +0.6% |
| 30D | +5.5% | -14.7% | +20.2% | +12.3% |
| 3M | +7.6% | -22.6% | +30.2% | +18.8% |
| 6M | +17.6% | +12.7% | +4.9% | +8.1% |
| YTD | -11.5% | -18.4% | +6.9% | -9.2% |
| 1Y | +0.4% | +4.9% | -4.6% | -10.1% |
| 3Y | +695.6% | +16.4% | +679.2% | +443.2% |
| 5Y | +13.6% | +123.5% | -109.9% | -65.4% |
| All | +13.6% | +116.7% | -103.1% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling