+15.7%
FSLR vs CART
+37.6%
-21.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.1% | +0.9% |
| 7D | +10.7% | +1.2% | +9.5% | +10.5% |
| 30D | +8.9% | +27.1% | -18.2% | +5.9% |
| 3M | -17.3% | +27.4% | -44.8% | -19.8% |
| 6M | -10.8% | +32.1% | -42.9% | -14.0% |
| YTD | -25.1% | +28.5% | -53.5% | -27.7% |
| 1Y | -29.4% | +58.8% | -88.2% | -34.2% |
| 3Y | +28.8% | +114.8% | -85.9% | +10.3% |
| All | +15.7% | +37.6% | -21.9% | +4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling