-32.6%
FSLR vs CASY
+34.1%
-66.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -1.5% |
| 7D | -8.4% | +5.8% | -14.3% | -8.2% |
| 30D | -0.9% | +10.7% | -11.6% | -0.5% |
| 3M | -26.1% | -13.9% | -12.2% | -26.7% |
| 6M | -23.6% | -18.4% | -5.2% | -20.9% |
| YTD | -31.8% | +29.6% | -61.5% | -37.0% |
| 1Y | -32.6% | +32.8% | -65.4% | -37.2% |
| All | -32.6% | +34.1% | -66.7% | -37.2% |
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