+16.5%
FSLR vs CRBG
+122.1%
-105.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.6% |
| 7D | +2.2% | +0.6% | +1.7% | +2.1% |
| 30D | -7.8% | +2.6% | -10.5% | -8.4% |
| 3M | -22.9% | +24.0% | -46.9% | -27.0% |
| 6M | +4.4% | +50.5% | -46.1% | -6.1% |
| YTD | -20.0% | +17.1% | -37.1% | -23.6% |
| 1Y | +2.8% | +5.9% | -3.1% | +0.8% |
| 3Y | +16.5% | +122.7% | -106.2% | -23.1% |
| All | +16.5% | +122.1% | -105.6% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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