+256.7%
FSLR vs CTVA
+223.3%
+33.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.1% |
| 7D | 0.0% | +4.9% | -4.9% | -1.8% |
| 30D | -13.7% | +11.9% | -25.6% | -17.2% |
| 3M | -35.1% | +13.7% | -48.8% | -38.8% |
| 6M | +3.6% | +13.1% | -9.5% | -2.1% |
| YTD | -21.7% | +32.0% | -53.7% | -30.3% |
| 1Y | +1.3% | +22.1% | -20.8% | -7.7% |
| 3Y | +9.7% | +77.5% | -67.8% | -15.2% |
| 5Y | +117.4% | +106.3% | +11.1% | +56.5% |
| All | +256.7% | +223.3% | +33.5% | +102.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling