+155.7%
FSLR vs CPNG
-76.9%
+232.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.1% |
| 7D | -0.1% | -5.4% | +5.3% | +1.1% |
| 30D | -14.0% | -11.1% | -2.9% | -11.8% |
| 3M | -16.9% | -3.0% | -13.9% | -16.8% |
| 6M | +4.7% | -23.5% | +28.3% | +9.8% |
| YTD | -20.7% | -37.8% | +17.1% | -13.4% |
| 1Y | +1.7% | -54.3% | +56.0% | +18.6% |
| 3Y | +13.1% | -20.8% | +33.9% | +15.6% |
| 5Y | +108.4% | -51.1% | +159.5% | +116.6% |
| All | +155.7% | -76.9% | +232.6% | +191.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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