+495.8%
FSLR vs CPRT
+398.2%
+97.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.4% | +3.4% |
| 7D | +15.3% | +6.0% | +9.3% | +12.7% |
| 30D | +11.7% | +20.0% | -8.4% | +3.8% |
| 3M | -17.6% | +10.1% | -27.7% | -21.4% |
| 6M | -7.7% | -4.3% | -3.4% | -7.9% |
| YTD | -23.0% | -18.4% | -4.6% | -18.3% |
| 1Y | -26.0% | -20.1% | -6.0% | -21.0% |
| 3Y | +36.9% | -30.4% | +67.3% | +50.6% |
| 5Y | +72.9% | -17.0% | +89.9% | +70.8% |
| All | +495.8% | +398.2% | +97.5% | +178.5% |
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