+1,340.4%
CRWD vs FSLR
+222.4%
+1,118.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.1% |
| 7D | -2.8% | -0.1% | -2.7% | -2.9% |
| 30D | -5.9% | -14.0% | +8.1% | -2.7% |
| 3M | +29.0% | -16.9% | +45.9% | +34.0% |
| 6M | +91.5% | +4.7% | +86.7% | +87.8% |
| YTD | +78.2% | -20.7% | +98.9% | +83.8% |
| 1Y | +96.6% | +1.7% | +95.0% | +89.2% |
| 3Y | +397.0% | +13.1% | +383.9% | +322.1% |
| 5Y | +218.9% | +108.4% | +110.5% | +96.1% |
| All | +1,340.4% | +222.4% | +1,118.0% | +508.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling