+726.4%
FSLR vs CTAS
+2,324.5%
-1,598.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | 0.0% | -1.8% | +1.8% | +1.2% |
| 30D | -13.7% | -0.2% | -13.5% | -13.6% |
| 3M | -35.1% | +11.7% | -46.8% | -40.8% |
| 6M | +3.6% | +0.7% | +2.9% | +0.7% |
| YTD | -21.7% | +7.4% | -29.1% | -27.4% |
| 1Y | +1.3% | -2.1% | +3.4% | -0.3% |
| 3Y | +9.7% | +62.9% | -53.2% | -28.1% |
| 5Y | +117.4% | +111.9% | +5.5% | +16.3% |
| 10Y | +435.5% | +652.2% | -216.7% | -5.8% |
| All | +726.4% | +2,324.5% | -1,598.1% | -59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling