+3,159.9%
CVNA vs FSLR
+482.0%
+2,677.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | -1.6% | -14.8% | +13.2% | +4.6% |
| 30D | +24.9% | -4.3% | +29.2% | +27.1% |
| 3M | -1.8% | -23.4% | +21.6% | +8.3% |
| 6M | +3.5% | -26.9% | +30.5% | +14.3% |
| YTD | -14.3% | -34.4% | +20.1% | -4.6% |
| 1Y | +13.6% | -33.2% | +46.8% | +24.7% |
| 3Y | +1,163.4% | +28.1% | +1,135.4% | +791.5% |
| 5Y | +22.9% | +54.5% | -31.6% | -24.7% |
| All | +3,159.9% | +482.0% | +2,677.9% | +1,870.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling