-26.0%
FSLR vs CART
+61.3%
-87.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.1% | +4.6% |
| 7D | +10.3% | +1.4% | +9.0% | +10.3% |
| 30D | +10.4% | +29.7% | -19.3% | +10.6% |
| 3M | -20.2% | +29.7% | -49.9% | -20.1% |
| 6M | -8.0% | +36.8% | -44.8% | -7.9% |
| YTD | -25.5% | +31.7% | -57.2% | -27.5% |
| 1Y | -26.0% | +62.4% | -88.3% | -24.6% |
| All | -26.0% | +61.3% | -87.3% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 1y: compounded portfolio wealth divided by compounded CART 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…
1y analysis · Full analysis span regression · 6 months rolling