-33.6%
FSLR vs CAG
-5.9%
-27.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.9% | -5.6% |
| 7D | -2.6% | +6.6% | -9.3% | -2.1% |
| 30D | +1.8% | +13.9% | -12.1% | +3.3% |
| 3M | -24.4% | +4.0% | -28.4% | -24.2% |
| 6M | -17.7% | +10.0% | -27.7% | -15.4% |
| YTD | -30.7% | -6.1% | -24.6% | -28.3% |
| 1Y | -33.6% | -4.3% | -29.3% | -32.0% |
| All | -33.6% | -5.9% | -27.7% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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