+713.0%
FSLR vs CPRT
+1,596.6%
-883.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.4% | +3.5% |
| 7D | +15.3% | +6.0% | +9.3% | +12.0% |
| 30D | +11.7% | +20.0% | -8.4% | +1.5% |
| 3M | -17.6% | +10.1% | -27.7% | -22.6% |
| 6M | -7.7% | -4.3% | -3.4% | -8.3% |
| YTD | -23.0% | -18.4% | -4.6% | -17.7% |
| 1Y | -26.0% | -20.1% | -6.0% | -20.3% |
| 3Y | +36.9% | -30.4% | +67.3% | +53.0% |
| 5Y | +72.9% | -17.0% | +89.9% | +71.6% |
| 10Y | +519.3% | +403.2% | +116.0% | +96.9% |
| All | +713.0% | +1,596.6% | -883.6% | +21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling