+213.9%
CAT vs FSLR
+53.9%
+160.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | +7.4% | -14.8% | +22.2% | +10.0% |
| 30D | -19.7% | -4.3% | -15.4% | -19.3% |
| 3M | -29.6% | -23.4% | -6.2% | -27.0% |
| 6M | -33.2% | -26.9% | -6.3% | -30.4% |
| YTD | +5.7% | -34.4% | +40.1% | +10.9% |
| 1Y | +9.3% | -33.2% | +42.6% | +14.4% |
| 3Y | +158.3% | +28.1% | +130.3% | +133.3% |
| All | +213.9% | +53.9% | +160.1% | +159.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling