+453.5%
FSLR vs CAH
+297.3%
+156.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.4% |
| 7D | -0.1% | -5.1% | +4.9% | +1.0% |
| 30D | -14.0% | -1.8% | -12.2% | -13.7% |
| 3M | -16.9% | +9.4% | -26.2% | -18.7% |
| 6M | +4.7% | +9.2% | -4.5% | +2.3% |
| YTD | -20.7% | +15.7% | -36.4% | -23.8% |
| 1Y | +1.7% | +59.7% | -58.1% | -9.9% |
| 3Y | +13.1% | +178.5% | -165.4% | -15.3% |
| 5Y | +108.4% | +398.3% | -289.9% | +31.1% |
| All | +453.5% | +297.3% | +156.2% | +277.4% |
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