+257.3%
CTSH vs FSLR
+734.5%
-477.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.4% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +12.4% | -13.7% | +26.0% | +15.0% |
| 3M | +17.4% | -35.1% | +52.5% | +25.0% |
| 6M | -3.1% | +3.6% | -6.7% | -5.2% |
| YTD | -23.6% | -21.7% | -1.8% | -22.2% |
| 1Y | -10.8% | +1.3% | -12.1% | -13.7% |
| 3Y | -8.3% | +9.7% | -18.0% | -17.8% |
| 5Y | -11.3% | +117.4% | -128.7% | -33.4% |
| 10Y | +22.6% | +435.5% | -412.9% | -28.9% |
| All | +257.3% | +734.5% | -477.2% | +71.7% |
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