+9.6%
FSLR vs CASY
+215.7%
-206.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -13.7% | -11.3% | -2.3% | -13.0% |
| 3M | -35.1% | -0.6% | -34.4% | -35.8% |
| 6M | +3.6% | +10.7% | -7.1% | +0.6% |
| YTD | -21.7% | +37.1% | -58.9% | -26.6% |
| 1Y | +1.3% | +52.3% | -51.0% | -6.8% |
| All | +9.6% | +215.7% | -206.1% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling