+28.7%
FSLR vs CNP
+63.0%
-34.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.1% | -3.2% |
| 7D | -12.0% | +2.5% | -14.4% | -12.4% |
| 30D | -7.7% | +4.0% | -11.7% | -8.6% |
| 3M | -24.0% | +1.6% | -25.7% | -24.5% |
| 6M | -24.4% | -1.7% | -22.8% | -25.0% |
| YTD | -34.0% | +8.6% | -42.7% | -36.7% |
| 1Y | -35.6% | +5.8% | -41.4% | -37.7% |
| All | +28.7% | +63.0% | -34.3% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling