+351.1%
CRWD vs FSLR
+29.6%
+321.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | +4.5% | -14.8% | +19.3% | +6.2% |
| 30D | -9.1% | -4.3% | -4.8% | -8.8% |
| 3M | +0.5% | -23.4% | +23.9% | +3.1% |
| 6M | +61.1% | -26.9% | +88.1% | +66.1% |
| YTD | +93.4% | -34.4% | +127.8% | +100.7% |
| 1Y | +71.1% | -33.2% | +104.3% | +77.0% |
| 3Y | +351.1% | +28.1% | +323.0% | +318.6% |
| All | +351.1% | +29.6% | +321.4% | +318.6% |
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