+700.3%
CAT vs FSLR
+464.2%
+236.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.2% |
| 7D | +1.7% | -8.4% | +10.2% | +3.2% |
| 30D | -24.6% | -0.9% | -23.7% | -24.6% |
| 3M | -28.5% | -26.1% | -2.4% | -25.1% |
| 6M | -34.8% | -23.6% | -11.2% | -32.3% |
| YTD | +5.9% | -31.8% | +37.7% | +11.3% |
| 1Y | +6.8% | -32.6% | +39.4% | +12.4% |
| 3Y | +161.1% | +33.0% | +128.1% | +129.8% |
| 5Y | +213.4% | +56.8% | +156.6% | +154.4% |
| 10Y | +700.3% | +455.6% | +244.8% | +383.3% |
| All | +700.3% | +464.2% | +236.2% | +383.3% |
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 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