+55.3%
FSLR vs CASY
+261.5%
-206.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.2% | -3.1% |
| 7D | -12.0% | +2.5% | -14.5% | -12.4% |
| 30D | -7.7% | +10.2% | -17.9% | -9.4% |
| 3M | -24.0% | -15.7% | -8.3% | -21.9% |
| 6M | -24.4% | -18.4% | -6.1% | -22.2% |
| YTD | -34.0% | +28.3% | -62.3% | -40.1% |
| 1Y | -35.6% | +32.6% | -68.1% | -42.1% |
| 3Y | +28.7% | +159.5% | -130.8% | -10.1% |
| 5Y | +55.3% | +263.9% | -208.6% | -4.5% |
| All | +55.3% | +261.5% | -206.2% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling