-35.6%
FSLR vs CART
+47.6%
-83.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.3% |
| 7D | -12.0% | +1.2% | -13.2% | -12.0% |
| 30D | -7.7% | +17.8% | -25.4% | -7.8% |
| 3M | -24.0% | +20.7% | -44.7% | -24.1% |
| 6M | -24.4% | +49.7% | -74.2% | -23.8% |
| YTD | -34.0% | +30.0% | -64.1% | -36.3% |
| 1Y | -35.6% | +48.4% | -84.0% | -35.8% |
| All | -35.6% | +47.6% | -83.2% | -35.8% |
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