+3,259.9%
CVNA vs FSLR
+594.2%
+2,665.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.1% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +7.4% | -13.7% | +21.0% | +13.3% |
| 3M | +12.7% | -35.1% | +47.8% | +31.9% |
| 6M | +17.9% | +3.6% | +14.3% | +13.1% |
| YTD | -11.6% | -21.7% | +10.1% | -7.8% |
| 1Y | +0.8% | +1.3% | -0.5% | -6.8% |
| 3Y | +633.4% | +9.7% | +623.7% | +469.4% |
| 5Y | +13.5% | +117.4% | -103.9% | -38.8% |
| All | +3,259.9% | +594.2% | +2,665.7% | +1,804.9% |
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