-35.6%
FSLR vs CPRT
-22.3%
-13.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -3.3% |
| 7D | -12.0% | -1.5% | -10.5% | -12.0% |
| 30D | -7.7% | +21.4% | -29.0% | -6.1% |
| 3M | -24.0% | +10.4% | -34.4% | -23.2% |
| 6M | -24.4% | -4.3% | -20.1% | -24.7% |
| YTD | -34.0% | -18.3% | -15.8% | -33.7% |
| 1Y | -35.6% | -22.5% | -13.1% | -37.4% |
| All | -35.6% | -22.3% | -13.3% | -37.4% |
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