+22.6%
CRCL vs FSLR
+27.3%
-4.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | +17.1% | 0.0% | +17.1% | +17.1% |
| 30D | +61.3% | -13.7% | +74.9% | +64.9% |
| 3M | +12.7% | -35.1% | +47.8% | +20.4% |
| 6M | -3.1% | +3.6% | -6.7% | -1.6% |
| YTD | +28.7% | -21.7% | +50.4% | +34.1% |
| 1Y | -13.1% | +1.3% | -14.4% | -11.4% |
| All | +22.6% | +27.3% | -4.7% | +26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling