-26.0%
FSLR vs CPRT
-24.7%
-1.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.0% | -0.4% | +4.9% |
| 7D | +10.3% | +12.6% | -2.3% | +11.3% |
| 30D | +10.4% | +18.0% | -7.6% | +11.9% |
| 3M | -20.2% | +11.0% | -31.1% | -19.5% |
| 6M | -8.0% | -2.0% | -6.0% | -8.1% |
| YTD | -25.5% | -16.7% | -8.9% | -25.1% |
| 1Y | -26.0% | -23.9% | -2.1% | -28.6% |
| All | -26.0% | -24.7% | -1.2% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 1y: compounded portfolio wealth divided by compounded CPRT 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…
1y analysis · Full analysis span regression · 6 months rolling