+526.6%
FSLR vs CTAS
+845.5%
-318.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.6% |
| 7D | +15.3% | +1.2% | +14.2% | +14.7% |
| 30D | +11.7% | +12.8% | -1.1% | +5.1% |
| 3M | -17.6% | +10.3% | -27.9% | -21.8% |
| 6M | -7.7% | +32.0% | -39.7% | -21.0% |
| YTD | -23.0% | +19.1% | -42.1% | -30.8% |
| 1Y | -26.0% | +21.5% | -47.5% | -34.2% |
| 3Y | +36.9% | +76.0% | -39.2% | -4.7% |
| 5Y | +72.9% | +110.9% | -37.9% | +8.0% |
| All | +526.6% | +845.5% | -318.9% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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