+454.3%
FSLR vs CTAS
+658.8%
-204.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +6.8% | 0.0% | +6.9% | +6.8% |
| 30D | -14.7% | -1.0% | -13.7% | -14.3% |
| 3M | -22.6% | +15.8% | -38.3% | -28.8% |
| 6M | +12.7% | -1.0% | +13.7% | +11.7% |
| YTD | -18.4% | +7.4% | -25.8% | -22.5% |
| 1Y | +4.9% | -0.1% | +5.1% | +3.1% |
| 3Y | +16.4% | +66.3% | -49.9% | -16.5% |
| 5Y | +123.5% | +111.0% | +12.5% | +39.8% |
| 10Y | +454.3% | +662.9% | -208.6% | +120.5% |
| All | +454.3% | +658.8% | -204.5% | +120.5% |
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