+28.1%
FSLR vs CPRT
-34.3%
+62.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | -14.8% | -0.4% | -14.4% | -14.8% |
| 30D | -4.3% | +21.2% | -25.5% | -6.0% |
| 3M | -23.4% | +8.3% | -31.7% | -24.1% |
| 6M | -26.9% | -3.4% | -23.6% | -26.5% |
| YTD | -34.4% | -18.7% | -15.7% | -31.9% |
| 1Y | -33.2% | -23.5% | -9.7% | -29.7% |
| 3Y | +28.1% | -34.2% | +62.2% | +33.8% |
| All | +28.1% | -34.3% | +62.4% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling