+726.4%
FSLR vs CAH
+759.2%
-32.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.2% |
| 7D | 0.0% | +5.4% | -5.4% | -2.3% |
| 30D | -13.7% | +3.3% | -17.0% | -14.9% |
| 3M | -35.1% | +22.8% | -57.9% | -41.1% |
| 6M | +3.6% | +11.3% | -7.6% | -2.1% |
| YTD | -21.7% | +21.1% | -42.9% | -29.3% |
| 1Y | +1.3% | +67.2% | -66.0% | -22.2% |
| 3Y | +9.7% | +195.6% | -185.9% | -38.6% |
| 5Y | +117.4% | +413.8% | -296.5% | -10.8% |
| 10Y | +435.5% | +309.6% | +125.9% | +118.3% |
| All | +726.4% | +759.2% | -32.8% | +70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling