+454.3%
FSLR vs CNP
+135.4%
+318.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.9% |
| 7D | +6.8% | +1.6% | +5.2% | +6.2% |
| 30D | -14.7% | -0.8% | -13.9% | -14.5% |
| 3M | -22.6% | -3.6% | -19.0% | -21.9% |
| 6M | +12.7% | -6.9% | +19.7% | +14.9% |
| YTD | -18.4% | +6.4% | -24.8% | -20.9% |
| 1Y | +4.9% | +9.9% | -5.0% | +0.1% |
| 3Y | +16.4% | +53.1% | -36.7% | -3.3% |
| 5Y | +123.5% | +72.0% | +51.5% | +77.6% |
| 10Y | +454.3% | +131.5% | +322.8% | +281.8% |
| All | +454.3% | +135.4% | +318.9% | +281.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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