+326.0%
CAT vs FSLR
+117.9%
+208.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.2% | +1.9% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -6.6% | -13.7% | +7.1% | -4.5% |
| 3M | -13.3% | -35.1% | +21.8% | -7.7% |
| 6M | +11.6% | +3.6% | +8.0% | +10.8% |
| YTD | +42.9% | -21.7% | +64.7% | +46.6% |
| 1Y | +95.4% | +1.3% | +94.2% | +93.3% |
| 3Y | +196.6% | +9.7% | +186.9% | +175.0% |
| All | +326.0% | +117.9% | +208.0% | +232.2% |
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