-2.7%
CRM vs FSLR
+106.4%
-109.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.7% |
| 7D | -8.1% | -0.1% | -8.0% | -8.1% |
| 30D | +23.1% | -14.0% | +37.1% | +25.0% |
| 3M | +42.5% | -16.9% | +59.4% | +44.9% |
| 6M | +25.3% | +4.7% | +20.6% | +23.1% |
| YTD | -7.8% | -20.7% | +12.9% | -6.6% |
| 1Y | +1.0% | +1.7% | -0.6% | -1.9% |
| 3Y | +10.0% | +13.1% | -3.1% | -2.3% |
| All | -2.7% | +106.4% | -109.1% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling