+2,281.4%
CRM vs FSLR
+729.0%
+1,552.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.8% | +2.8% | -1.1% |
| 7D | -5.0% | +0.2% | -5.2% | -5.1% |
| 30D | +23.6% | -15.1% | +38.8% | +27.4% |
| 3M | +39.6% | -22.5% | +62.1% | +45.4% |
| 6M | +23.4% | +4.0% | +19.5% | +20.2% |
| YTD | -7.4% | -22.3% | +14.9% | -5.5% |
| 1Y | -2.3% | 0.0% | -2.3% | -5.9% |
| 3Y | +10.5% | +10.9% | -0.3% | -2.9% |
| 5Y | -4.7% | +105.4% | -110.1% | -29.7% |
| 10Y | +234.7% | +447.0% | -212.2% | +83.8% |
| All | +2,281.4% | +729.0% | +1,552.5% | +1,098.2% |
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