+56.9%
FSLR vs CVE
+67.4%
-10.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -7.6% | +12.3% | +6.9% |
| 7D | +10.3% | -12.1% | +22.4% | +14.2% |
| 30D | +10.4% | -9.8% | +20.2% | +13.2% |
| 3M | -20.2% | -0.7% | -19.4% | -20.8% |
| 6M | -8.0% | -4.3% | -3.7% | -8.5% |
| YTD | -25.5% | +70.6% | -96.1% | -38.7% |
| 1Y | -26.0% | +73.2% | -99.1% | -39.6% |
| 3Y | +28.0% | +60.3% | -32.3% | +4.5% |
| 5Y | +66.7% | +159.3% | -92.6% | +9.8% |
| 10Y | +498.9% | +147.4% | +351.4% | +224.8% |
| All | +56.9% | +67.4% | -10.5% | +4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling