-26.0%
FSLR vs CVE
+73.4%
-99.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -7.6% | +12.3% | +4.0% |
| 7D | +10.3% | -12.1% | +22.4% | +9.4% |
| 30D | +10.4% | -9.8% | +20.2% | +9.6% |
| 3M | -20.2% | -0.7% | -19.4% | -20.3% |
| 6M | -8.0% | -4.3% | -3.7% | -8.2% |
| YTD | -25.5% | +70.6% | -96.1% | -27.8% |
| 1Y | -26.0% | +73.2% | -99.1% | -28.0% |
| All | -26.0% | +73.4% | -99.3% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 1y: compounded portfolio wealth divided by compounded CVE 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…
1y analysis · Full analysis span regression · 6 months rolling