-13.9%
CTSH vs FSLR
+3.4%
-17.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.3% | -8.1% | -3.6% |
| 7D | -5.5% | +6.8% | -12.3% | -5.1% |
| 30D | +4.5% | -14.7% | +19.2% | +3.5% |
| 3M | +13.7% | -22.6% | +36.3% | +12.9% |
| 6M | -8.4% | +12.7% | -21.1% | -7.3% |
| YTD | -26.5% | -18.4% | -8.1% | -24.9% |
| 1Y | -13.9% | +4.9% | -18.9% | -12.0% |
| All | -13.9% | +3.4% | -17.3% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling