+18.9%
FSLR vs CAH
+183.8%
-164.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.7% | +7.0% | +4.2% |
| 7D | +6.8% | +0.5% | +6.3% | +6.8% |
| 30D | -14.7% | +1.7% | -16.4% | -14.7% |
| 3M | -22.6% | +17.9% | -40.4% | -22.1% |
| 6M | +12.7% | +10.9% | +1.8% | +13.3% |
| YTD | -18.4% | +17.9% | -36.2% | -17.6% |
| 1Y | +4.9% | +61.7% | -56.8% | +7.8% |
| All | +18.9% | +183.8% | -164.9% | +12.9% |
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