+726.4%
FSLR vs CASY
+3,693.5%
-2,967.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -13.7% | -11.3% | -2.3% | -9.9% |
| 3M | -35.1% | -0.6% | -34.4% | -36.7% |
| 6M | +3.6% | +10.7% | -7.1% | -3.7% |
| YTD | -21.7% | +37.1% | -58.9% | -33.6% |
| 1Y | +1.3% | +52.3% | -51.0% | -18.3% |
| 3Y | +9.7% | +215.2% | -205.5% | -37.9% |
| 5Y | +117.4% | +276.5% | -159.1% | +12.1% |
| 10Y | +435.5% | +508.4% | -72.9% | +103.9% |
| All | +726.4% | +3,693.5% | -2,967.1% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling