+726.4%
FSLR vs CNP
+426.6%
+299.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.0% |
| 7D | 0.0% | +1.1% | -1.1% | -0.6% |
| 30D | -13.7% | -1.8% | -11.8% | -12.8% |
| 3M | -35.1% | -4.6% | -30.4% | -33.9% |
| 6M | +3.6% | -8.8% | +12.5% | +8.0% |
| YTD | -21.7% | +5.2% | -27.0% | -25.1% |
| 1Y | +1.3% | +8.3% | -7.0% | -5.1% |
| 3Y | +9.7% | +54.9% | -45.2% | -18.4% |
| 5Y | +117.4% | +73.5% | +43.9% | +48.7% |
| 10Y | +435.5% | +139.1% | +296.4% | +156.4% |
| All | +726.4% | +426.6% | +299.8% | +107.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling