+261.5%
FSLR vs CTVA
+210.9%
+50.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | -0.1% | -4.7% | +4.5% | +1.6% |
| 30D | -14.0% | +11.1% | -25.1% | -17.3% |
| 3M | -16.9% | +13.7% | -30.6% | -21.8% |
| 6M | +4.7% | +11.2% | -6.5% | -0.6% |
| YTD | -20.7% | +26.9% | -47.6% | -28.4% |
| 1Y | +1.7% | +18.8% | -17.2% | -6.5% |
| 3Y | +13.1% | +75.9% | -62.9% | -12.4% |
| 5Y | +108.4% | +105.2% | +3.2% | +50.1% |
| All | +261.5% | +210.9% | +50.6% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CTVA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling