+424.5%
FSLR vs CVE
+159.5%
+265.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | 0.0% | +2.5% | -2.5% | -0.6% |
| 30D | -13.7% | +16.7% | -30.4% | -16.7% |
| 3M | -35.1% | +9.3% | -44.4% | -36.7% |
| 6M | +3.6% | +43.6% | -40.0% | -5.6% |
| YTD | -21.7% | +93.6% | -115.3% | -33.6% |
| 1Y | +1.3% | +98.8% | -97.5% | -15.0% |
| 3Y | +9.7% | +73.6% | -63.9% | -6.8% |
| 5Y | +117.4% | +312.5% | -195.1% | +47.0% |
| All | +424.5% | +159.5% | +265.0% | +255.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling