-26.0%
FSLR vs CART
+60.1%
-86.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.2% | +2.8% |
| 7D | +15.3% | +3.0% | +12.4% | +15.4% |
| 30D | +11.7% | +28.6% | -16.9% | +11.9% |
| 3M | -17.6% | +29.1% | -46.7% | -17.5% |
| 6M | -7.7% | +44.7% | -52.5% | -6.7% |
| YTD | -23.0% | +29.2% | -52.2% | -25.4% |
| 1Y | -26.0% | +66.2% | -92.2% | -23.1% |
| All | -26.0% | +60.1% | -86.1% | -23.1% |
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