+123.5%
FSLR vs CPNG
-53.2%
+176.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.1% | +7.4% | +5.0% |
| 7D | +6.8% | -6.3% | +13.1% | +8.3% |
| 30D | -14.7% | -8.7% | -6.0% | -13.0% |
| 3M | -22.6% | -2.4% | -20.1% | -22.6% |
| 6M | +12.7% | -22.3% | +35.0% | +17.8% |
| YTD | -18.4% | -37.2% | +18.9% | -10.9% |
| 1Y | +4.9% | -53.0% | +57.9% | +22.0% |
| 3Y | +16.4% | -20.0% | +36.4% | +18.8% |
| 5Y | +123.5% | -52.8% | +176.2% | +135.4% |
| All | +123.5% | -53.2% | +176.6% | +135.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling