+726.4%
FSLR vs CPRT
+1,690.6%
-964.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | 0.0% | +2.2% | -2.2% | -1.1% |
| 30D | -13.7% | +16.6% | -30.3% | -20.4% |
| 3M | -35.1% | +9.6% | -44.7% | -39.0% |
| 6M | +3.6% | -11.1% | +14.8% | +7.8% |
| YTD | -21.7% | -13.9% | -7.9% | -17.9% |
| 1Y | +1.3% | -32.5% | +33.8% | +20.3% |
| 3Y | +9.7% | -25.0% | +34.7% | +19.1% |
| 5Y | +117.4% | -7.4% | +124.7% | +104.3% |
| 10Y | +435.5% | +422.0% | +13.5% | +68.9% |
| All | +726.4% | +1,690.6% | -964.2% | +20.9% |
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