+112.7%
FSLR vs CPNG
-75.9%
+188.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.1% | -2.3% |
| 7D | -12.0% | -6.9% | -5.1% | -10.5% |
| 30D | -7.7% | +1.1% | -8.8% | -8.0% |
| 3M | -24.0% | -6.3% | -17.7% | -23.1% |
| 6M | -24.4% | -3.8% | -20.6% | -24.3% |
| YTD | -34.0% | -35.2% | +1.1% | -28.7% |
| 1Y | -35.6% | -47.0% | +11.4% | -27.3% |
| 3Y | +28.7% | -0.2% | +28.9% | +26.1% |
| 5Y | +55.3% | -42.5% | +97.8% | +56.5% |
| All | +112.7% | -75.9% | +188.6% | +140.3% |
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