+111.5%
FSLR vs CPNG
-76.1%
+187.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.4% |
| 7D | -14.8% | -6.8% | -8.0% | -13.4% |
| 30D | -4.3% | +5.5% | -9.8% | -5.5% |
| 3M | -23.4% | -6.8% | -16.6% | -22.4% |
| 6M | -26.9% | -4.8% | -22.1% | -26.6% |
| YTD | -34.4% | -35.6% | +1.2% | -29.0% |
| 1Y | -33.2% | -46.8% | +13.6% | -24.7% |
| 3Y | +28.1% | -0.8% | +28.8% | +25.6% |
| 5Y | +54.5% | -42.9% | +97.4% | +56.0% |
| All | +111.5% | -76.1% | +187.6% | +139.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling