+28.7%
FSLR vs CAH
+177.6%
-148.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.2% |
| 7D | -12.0% | +3.9% | -15.8% | -11.8% |
| 30D | -7.7% | +16.0% | -23.7% | -6.8% |
| 3M | -24.0% | +19.1% | -43.1% | -23.1% |
| 6M | -24.4% | +53.0% | -77.5% | -22.7% |
| YTD | -34.0% | +36.6% | -70.7% | -32.5% |
| 1Y | -35.6% | +37.4% | -73.0% | -34.0% |
| All | +28.7% | +177.6% | -148.9% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling