-1.8%
CARR vs FSLR
-24.3%
+22.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | -0.5% |
| 7D | -0.7% | +10.3% | -11.0% | -2.7% |
| 30D | +0.3% | +10.4% | -10.1% | -1.9% |
| 3M | -14.9% | -20.2% | +5.3% | -11.2% |
| 6M | -14.9% | -8.0% | -6.9% | -14.8% |
| YTD | +7.0% | -25.5% | +32.5% | +8.0% |
| 1Y | -1.8% | -26.0% | +24.2% | -1.3% |
| All | -1.8% | -24.3% | +22.5% | -1.3% |
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