+152.3%
FSLR vs CPNG
-75.9%
+228.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | 0.0% | -7.4% | +7.4% | +1.7% |
| 30D | -13.7% | -4.4% | -9.2% | -12.8% |
| 3M | -35.1% | -7.5% | -27.6% | -34.2% |
| 6M | +3.6% | -19.9% | +23.6% | +7.5% |
| YTD | -21.7% | -35.2% | +13.4% | -15.3% |
| 1Y | +1.3% | -46.8% | +48.1% | +14.0% |
| 3Y | +9.7% | -20.2% | +29.9% | +11.9% |
| 5Y | +117.4% | -48.4% | +165.8% | +123.0% |
| All | +152.3% | -75.9% | +228.3% | +185.6% |
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