+725.3%
CAT vs FSLR
+498.1%
+227.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.4% |
| 7D | -10.3% | +15.3% | -25.6% | -12.6% |
| 30D | -31.2% | +11.7% | -42.9% | -32.6% |
| 3M | -34.7% | -17.6% | -17.0% | -32.8% |
| 6M | -39.5% | -7.7% | -31.7% | -39.1% |
| YTD | -1.7% | -23.0% | +21.3% | +1.3% |
| 1Y | -1.1% | -26.0% | +24.9% | +2.4% |
| 3Y | +143.9% | +36.9% | +107.0% | +114.3% |
| 5Y | +194.8% | +72.9% | +121.8% | +136.3% |
| All | +725.3% | +498.1% | +227.2% | +403.6% |
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