+271.2%
CTSH vs FSLR
+721.0%
-449.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.7% | -5.5% | -3.2% |
| 7D | -0.6% | +15.3% | -15.9% | -2.9% |
| 30D | +13.4% | +11.7% | +1.7% | +11.2% |
| 3M | +14.4% | -17.6% | +32.0% | +17.6% |
| 6M | +27.7% | -7.7% | +35.5% | +27.4% |
| YTD | -20.6% | -23.0% | +2.4% | -19.3% |
| 1Y | -9.1% | -26.0% | +16.9% | -7.2% |
| 3Y | +3.1% | +36.9% | -33.8% | -11.3% |
| 5Y | -11.8% | +72.9% | -84.7% | -30.8% |
| 10Y | +42.7% | +519.3% | -476.6% | -19.4% |
| All | +271.2% | +721.0% | -449.8% | +78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling