+35.8%
CTSH vs FSLR
+498.1%
-462.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.7% | -5.5% | -3.1% |
| 7D | -0.6% | +15.3% | -15.9% | -2.3% |
| 30D | +13.4% | +11.7% | +1.7% | +11.8% |
| 3M | +14.4% | -17.6% | +32.0% | +16.7% |
| 6M | +27.7% | -7.7% | +35.5% | +27.5% |
| YTD | -20.6% | -23.0% | +2.4% | -19.5% |
| 1Y | -9.1% | -26.0% | +16.9% | -7.5% |
| 3Y | +3.1% | +36.9% | -33.8% | -9.5% |
| 5Y | -11.8% | +72.9% | -84.7% | -29.6% |
| All | +35.8% | +498.1% | -462.3% | -23.3% |
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