+41.4%
FSLR vs CAI
-11.0%
+52.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.2% | -1.6% | -4.6% |
| 7D | +0.2% | -3.1% | +3.4% | +0.4% |
| 30D | -15.1% | +2.7% | -17.8% | -15.2% |
| 3M | -22.5% | +41.7% | -64.2% | -23.7% |
| 6M | +4.0% | +26.5% | -22.5% | +1.6% |
| YTD | -22.3% | -10.9% | -11.3% | -24.7% |
| 1Y | 0.0% | -29.2% | +29.2% | -4.7% |
| All | +41.4% | -11.0% | +52.4% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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