-4.6%
CARR vs FSLR
+1.0%
-5.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.3% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | -8.7% | -13.7% | +4.9% | -6.2% |
| 3M | -12.6% | -35.1% | +22.5% | -6.3% |
| 6M | -1.5% | +3.6% | -5.2% | -3.2% |
| YTD | +14.3% | -21.7% | +36.0% | +15.1% |
| 1Y | -4.6% | +1.3% | -5.9% | -5.3% |
| All | -4.6% | +1.0% | -5.6% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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