-33.2%
FSLR vs CVE
+62.9%
-96.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -14.8% | +5.9% | -20.7% | -14.4% |
| 30D | -4.3% | -10.9% | +6.6% | -4.8% |
| 3M | -23.4% | -4.5% | -18.9% | -23.5% |
| 6M | -26.9% | -1.0% | -26.0% | -26.9% |
| YTD | -34.4% | +74.7% | -109.1% | -37.3% |
| 1Y | -33.2% | +65.8% | -99.0% | -37.1% |
| All | -33.2% | +62.9% | -96.1% | -37.1% |
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