+22.5%
CTSH vs FSLR
+464.5%
-441.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.3% | -8.1% | -4.3% |
| 7D | -5.5% | +6.8% | -12.3% | -6.2% |
| 30D | +4.5% | -14.7% | +19.2% | +6.4% |
| 3M | +13.7% | -22.6% | +36.3% | +16.7% |
| 6M | -8.4% | +12.7% | -21.1% | -10.8% |
| YTD | -26.5% | -18.4% | -8.1% | -25.8% |
| 1Y | -13.9% | +4.9% | -18.9% | -16.4% |
| 3Y | -11.3% | +16.4% | -27.7% | -19.7% |
| 5Y | -14.8% | +123.5% | -138.3% | -34.9% |
| 10Y | +22.5% | +454.3% | -431.8% | -30.0% |
| All | +22.5% | +464.5% | -441.9% | -30.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling