+454.3%
FSLR vs CPRT
+411.2%
+43.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.3% | +7.6% | +5.6% |
| 7D | +6.8% | +0.4% | +6.4% | +6.5% |
| 30D | -14.7% | +9.9% | -24.6% | -18.2% |
| 3M | -22.6% | +5.6% | -28.2% | -25.2% |
| 6M | +12.7% | -13.6% | +26.3% | +18.0% |
| YTD | -18.4% | -16.7% | -1.6% | -13.6% |
| 1Y | +4.9% | -33.1% | +38.1% | +22.0% |
| 3Y | +16.4% | -27.1% | +43.4% | +26.1% |
| 5Y | +123.5% | -9.9% | +133.3% | +113.1% |
| 10Y | +454.3% | +415.3% | +39.0% | +132.0% |
| All | +454.3% | +411.2% | +43.2% | +132.0% |
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