-26.0%
FSLR vs CRH
-13.9%
-12.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.6% | -1.0% | +1.9% |
| 7D | +10.3% | +14.2% | -3.8% | +3.4% |
| 30D | +10.4% | +19.5% | -9.1% | +1.1% |
| 3M | -20.2% | +0.4% | -20.5% | -20.6% |
| 6M | -8.0% | -10.1% | +2.2% | -4.4% |
| YTD | -25.5% | -19.9% | -5.6% | -19.6% |
| 1Y | -26.0% | -14.8% | -11.1% | -22.7% |
| All | -26.0% | -13.9% | -12.1% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 1y: compounded portfolio wealth divided by compounded CRH 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…
1y analysis · Full analysis span regression · 6 months rolling