+20.8%
FSLR vs CART
+21.6%
-0.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -1.3% |
| 7D | 0.0% | +1.0% | -1.1% | -0.1% |
| 30D | -13.7% | +12.6% | -26.3% | -14.9% |
| 3M | -35.1% | +23.1% | -58.2% | -36.7% |
| 6M | +3.6% | +39.5% | -35.9% | -0.9% |
| YTD | -21.7% | +13.5% | -35.3% | -23.2% |
| 1Y | +1.3% | +14.9% | -13.6% | -1.3% |
| All | +20.8% | +21.6% | -0.7% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling