+418.1%
FSLR vs CVE
+149.3%
+268.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -14.8% | +5.9% | -20.7% | -15.9% |
| 30D | -4.3% | -10.9% | +6.6% | -2.4% |
| 3M | -23.4% | -4.5% | -18.9% | -23.1% |
| 6M | -26.9% | -1.0% | -26.0% | -27.7% |
| YTD | -34.4% | +74.7% | -109.1% | -43.3% |
| 1Y | -33.2% | +65.8% | -99.0% | -41.7% |
| 3Y | +28.1% | +73.2% | -45.1% | +8.5% |
| 5Y | +54.5% | +155.6% | -101.1% | +16.1% |
| All | +418.1% | +149.3% | +268.8% | +259.3% |
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