+8.9%
CAT vs FSLR
-24.3%
+33.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.6% | -9.9% | -6.5% |
| 7D | -17.1% | +10.3% | -27.4% | -19.5% |
| 30D | -30.1% | +10.4% | -40.5% | -32.2% |
| 3M | -32.4% | -20.2% | -12.2% | -28.2% |
| 6M | -32.1% | -8.0% | -24.1% | -31.6% |
| YTD | +4.1% | -25.5% | +29.6% | +8.3% |
| 1Y | +8.9% | -26.0% | +34.9% | +12.7% |
| All | +8.9% | -24.3% | +33.2% | +12.7% |
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