+13.2%
FSLR vs CTVA
+76.0%
-62.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.3% | -3.4% | -4.4% |
| 7D | +0.2% | -5.8% | +6.0% | +1.8% |
| 30D | -15.1% | +11.1% | -26.2% | -17.7% |
| 3M | -22.5% | +13.2% | -35.8% | -26.6% |
| 6M | +4.0% | +8.7% | -4.8% | 0.0% |
| YTD | -22.3% | +27.3% | -49.5% | -29.0% |
| 1Y | 0.0% | +18.0% | -18.0% | -6.8% |
| All | +13.2% | +76.0% | -62.8% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling