+925.7%
CRDO vs FSLR
+11.8%
+913.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.0% | -6.5% | -5.2% |
| 7D | -2.4% | -0.1% | -2.2% | -2.5% |
| 30D | -35.3% | -14.0% | -21.3% | -32.2% |
| 3M | -32.6% | -16.9% | -15.7% | -27.8% |
| 6M | +42.7% | +4.7% | +38.0% | +41.1% |
| YTD | +11.4% | -20.7% | +32.1% | +17.8% |
| 1Y | -2.2% | +1.7% | -3.9% | -4.3% |
| All | +925.7% | +11.8% | +913.8% | +776.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling