+116.4%
FSLR vs CNP
+73.1%
+43.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.2% |
| 7D | 0.0% | +1.1% | -1.1% | -0.4% |
| 30D | -13.7% | -1.8% | -11.8% | -13.1% |
| 3M | -35.1% | -4.6% | -30.4% | -34.4% |
| 6M | +3.6% | -8.8% | +12.5% | +6.4% |
| YTD | -21.7% | +5.2% | -27.0% | -24.5% |
| 1Y | +1.3% | +8.3% | -7.0% | -3.8% |
| 3Y | +9.7% | +54.9% | -45.2% | -14.4% |
| All | +116.4% | +73.1% | +43.3% | +77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling