+7.0%
FSLR vs CART
+39.2%
-32.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.6% | -5.5% |
| 7D | -2.6% | +0.3% | -2.9% | -2.7% |
| 30D | +1.8% | +22.4% | -20.6% | -0.6% |
| 3M | -24.4% | +15.6% | -40.0% | -25.8% |
| 6M | -17.7% | +44.9% | -62.6% | -21.5% |
| YTD | -30.7% | +30.0% | -60.7% | -33.2% |
| 1Y | -33.6% | +56.6% | -90.2% | -37.9% |
| 3Y | +35.1% | +131.9% | -96.8% | +14.1% |
| All | +7.0% | +39.2% | -32.2% | -3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling