+421.5%
CARR vs FSLR
+596.5%
-175.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.3% |
| 7D | -3.8% | +2.2% | -6.0% | -4.2% |
| 30D | -8.9% | -7.8% | -1.1% | -7.7% |
| 3M | -17.3% | -22.9% | +5.6% | -13.8% |
| 6M | -1.4% | +4.4% | -5.8% | -2.8% |
| YTD | +10.0% | -20.0% | +30.0% | +12.5% |
| 1Y | -6.4% | +2.8% | -9.2% | -8.6% |
| 3Y | +1.5% | +16.5% | -15.0% | -8.3% |
| 5Y | +9.3% | +110.3% | -101.0% | -16.3% |
| All | +421.5% | +596.5% | -175.0% | +153.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling