-33.2%
FSLR vs CART
+49.3%
-82.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -14.8% | +1.3% | -16.1% | -14.8% |
| 30D | -4.3% | +19.2% | -23.5% | -4.5% |
| 3M | -23.4% | +17.6% | -40.9% | -23.6% |
| 6M | -26.9% | +47.4% | -74.3% | -26.6% |
| YTD | -34.4% | +30.9% | -65.3% | -36.4% |
| 1Y | -33.2% | +46.0% | -79.2% | -33.9% |
| All | -33.2% | +49.3% | -82.5% | -33.9% |
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