+455.6%
FSLR vs CASY
+565.2%
-109.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.1% |
| 7D | -8.4% | +5.8% | -14.3% | -9.6% |
| 30D | -0.9% | +10.7% | -11.6% | -3.4% |
| 3M | -26.1% | -13.9% | -12.2% | -23.9% |
| 6M | -23.6% | -18.4% | -5.2% | -21.2% |
| YTD | -31.8% | +29.6% | -61.5% | -38.4% |
| 1Y | -32.6% | +32.8% | -65.4% | -39.6% |
| 3Y | +33.0% | +162.3% | -129.3% | -5.2% |
| 5Y | +56.8% | +265.0% | -208.2% | 0.0% |
| 10Y | +455.6% | +555.4% | -99.8% | +195.9% |
| All | +455.6% | +565.2% | -109.6% | +195.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling