+466.4%
FSLR vs CVE
+132.7%
+333.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.6% |
| 7D | -2.6% | -10.0% | +7.3% | -0.6% |
| 30D | +1.8% | -11.9% | +13.6% | +4.1% |
| 3M | -24.4% | -5.9% | -18.4% | -23.9% |
| 6M | -17.7% | -1.6% | -16.2% | -18.5% |
| YTD | -30.7% | +66.3% | -97.0% | -39.5% |
| 1Y | -33.6% | +57.5% | -91.1% | -41.5% |
| 3Y | +35.1% | +65.4% | -30.3% | +15.7% |
| 5Y | +63.1% | +144.2% | -81.1% | +23.8% |
| 10Y | +466.4% | +135.5% | +330.9% | +298.3% |
| All | +466.4% | +132.7% | +333.7% | +298.3% |
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