+68.3%
FSLR vs CVE
+148.3%
-80.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.4% | +1.2% |
| 7D | +10.7% | -14.1% | +24.7% | +13.8% |
| 30D | +8.9% | -11.6% | +20.5% | +11.2% |
| 3M | -17.3% | 0.0% | -17.4% | -18.1% |
| 6M | -10.8% | -8.4% | -2.4% | -10.3% |
| YTD | -25.1% | +65.9% | -91.0% | -35.5% |
| 1Y | -29.4% | +69.4% | -98.8% | -39.8% |
| 3Y | +28.8% | +55.9% | -27.1% | +8.1% |
| 5Y | +68.3% | +146.2% | -77.8% | +23.4% |
| All | +68.3% | +148.3% | -80.0% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling