+1.3%
FSLR vs CASY
+51.2%
-49.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.5% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -13.7% | -11.3% | -2.3% | -14.5% |
| 3M | -35.1% | -0.6% | -34.4% | -35.6% |
| 6M | +3.6% | +10.7% | -7.1% | +1.2% |
| YTD | -21.7% | +37.1% | -58.9% | -23.1% |
| 1Y | +1.3% | +52.3% | -51.0% | +4.9% |
| All | +1.3% | +51.2% | -49.9% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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