+8.9%
CRCL vs FSLR
+30.1%
-21.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -11.2% | +2.2% | -13.5% | -11.6% |
| 30D | +27.1% | -7.8% | +34.9% | +28.6% |
| 3M | +9.6% | -22.9% | +32.6% | +14.1% |
| 6M | -19.7% | +4.4% | -24.1% | -18.7% |
| YTD | +14.2% | -20.0% | +34.2% | +18.5% |
| 1Y | -32.2% | +2.8% | -35.0% | -31.1% |
| All | +8.9% | +30.1% | -21.3% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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