+495.8%
FSLR vs CASY
+553.2%
-57.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.8% |
| 7D | +15.3% | +1.1% | +14.2% | +15.0% |
| 30D | +11.7% | +8.7% | +3.0% | +9.3% |
| 3M | -17.6% | -17.3% | -0.3% | -14.4% |
| 6M | -7.7% | -19.7% | +12.0% | -4.5% |
| YTD | -23.0% | +24.8% | -47.8% | -29.8% |
| 1Y | -26.0% | +31.9% | -57.9% | -33.7% |
| 3Y | +36.9% | +155.4% | -118.5% | -1.9% |
| 5Y | +72.9% | +250.6% | -177.6% | +11.5% |
| All | +495.8% | +553.2% | -57.4% | +219.6% |
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