+33.1%
FSLR vs CTVA
+92.4%
-59.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.5% |
| 7D | -8.4% | -1.0% | -7.5% | -8.3% |
| 30D | -0.9% | -8.7% | +7.8% | +1.0% |
| 3M | -26.1% | +6.4% | -32.5% | -27.7% |
| 6M | -23.6% | -1.9% | -21.8% | -24.5% |
| YTD | -31.8% | +21.5% | -53.3% | -36.9% |
| 1Y | -32.6% | +24.3% | -56.8% | -38.0% |
| All | +33.1% | +92.4% | -59.3% | +5.8% |
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