-32.6%
FSLR vs CTAS
+23.7%
-56.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.5% |
| 7D | -8.4% | -0.8% | -7.7% | -8.4% |
| 30D | -0.9% | +10.7% | -11.6% | -0.4% |
| 3M | -26.1% | +11.0% | -37.1% | -25.5% |
| 6M | -23.6% | +38.7% | -62.4% | -24.7% |
| YTD | -31.8% | +21.8% | -53.6% | -31.2% |
| 1Y | -32.6% | +23.6% | -56.1% | -32.0% |
| All | -32.6% | +23.7% | -56.2% | -32.0% |
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