+420.9%
FSLR vs CAH
+412.5%
+8.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.3% |
| 7D | -12.0% | +3.9% | -15.8% | -12.7% |
| 30D | -7.7% | +16.0% | -23.7% | -10.5% |
| 3M | -24.0% | +19.1% | -43.1% | -26.9% |
| 6M | -24.4% | +53.0% | -77.5% | -31.4% |
| YTD | -34.0% | +36.6% | -70.7% | -38.8% |
| 1Y | -35.6% | +37.4% | -73.0% | -40.3% |
| 3Y | +28.7% | +178.8% | -150.2% | -1.9% |
| 5Y | +55.3% | +498.6% | -443.2% | -5.1% |
| All | +420.9% | +412.5% | +8.3% | +203.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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