+4.9%
FSLR vs CTAS
-0.9%
+5.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -14.8% |
| 3M | -22.6% | +15.8% | -38.3% | -22.7% |
| 6M | +12.7% | -1.0% | +13.7% | +14.0% |
| YTD | -18.4% | +7.4% | -25.8% | -17.7% |
| 1Y | +4.9% | -0.1% | +5.1% | +6.7% |
| All | +4.9% | -0.9% | +5.8% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling