-10.8%
FSLR vs CART
+35.2%
-45.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.1% | +0.9% |
| 7D | +10.7% | +1.2% | +9.5% | +10.6% |
| 30D | +8.9% | +27.1% | -18.2% | +6.1% |
| 3M | -17.3% | +27.4% | -44.8% | -20.0% |
| 6M | -10.8% | +32.1% | -42.9% | -13.6% |
| All | -10.8% | +35.2% | -45.9% | -13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling