+16.4%
FSLR vs CPNG
-19.7%
+36.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.1% | +7.4% | +5.3% |
| 7D | +6.8% | -6.3% | +13.1% | +8.9% |
| 30D | -14.7% | -8.7% | -6.0% | -12.4% |
| 3M | -22.6% | -2.4% | -20.1% | -22.8% |
| 6M | +12.7% | -22.3% | +35.0% | +19.4% |
| YTD | -18.4% | -37.2% | +18.9% | -7.2% |
| 1Y | +4.9% | -53.0% | +57.9% | +32.6% |
| 3Y | +16.4% | -20.0% | +36.4% | +8.3% |
| All | +16.4% | -19.7% | +36.1% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling