+1,341.4%
CRDO vs FSLR
+161.9%
+1,179.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.8% | +4.9% | +1.7% |
| 7D | +1.6% | +0.2% | +1.4% | +1.4% |
| 30D | -30.0% | -15.1% | -14.9% | -26.5% |
| 3M | -28.3% | -22.5% | -5.8% | -21.8% |
| 6M | +44.8% | +4.0% | +40.8% | +43.4% |
| YTD | +16.7% | -22.3% | +39.0% | +24.0% |
| 1Y | +12.7% | 0.0% | +12.7% | +10.9% |
| 3Y | +960.1% | +10.9% | +949.2% | +826.1% |
| All | +1,341.4% | +161.9% | +1,179.5% | +592.4% |
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