-26.0%
FSLR vs CVE
+67.8%
-93.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.7% |
| 7D | +15.3% | -16.1% | +31.5% | +14.1% |
| 30D | +11.7% | -10.4% | +22.0% | +10.6% |
| 3M | -17.6% | -2.4% | -15.2% | -18.0% |
| 6M | -7.7% | -4.4% | -3.3% | -8.3% |
| YTD | -23.0% | +64.9% | -87.9% | -26.5% |
| 1Y | -26.0% | +66.0% | -92.1% | -29.6% |
| All | -26.0% | +67.8% | -93.9% | -29.6% |
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