+466.4%
FSLR vs CPRT
+382.0%
+84.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.1% | -5.4% |
| 7D | -2.6% | +4.0% | -6.6% | -4.1% |
| 30D | +1.8% | +18.2% | -16.5% | -4.9% |
| 3M | -24.4% | +9.2% | -33.5% | -27.6% |
| 6M | -17.7% | -4.8% | -12.9% | -17.6% |
| YTD | -30.7% | -17.5% | -13.2% | -26.8% |
| 1Y | -33.6% | -22.0% | -11.6% | -28.2% |
| 3Y | +35.1% | -33.7% | +68.9% | +52.6% |
| 5Y | +63.1% | -15.0% | +78.0% | +59.4% |
| 10Y | +466.4% | +385.2% | +81.3% | +151.3% |
| All | +466.4% | +382.0% | +84.4% | +151.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling