+737.4%
FSLR vs CRH
+357.7%
+379.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +3.0% |
| 7D | -0.1% | -4.8% | +4.6% | +2.3% |
| 30D | -14.0% | -13.1% | -0.9% | -7.6% |
| 3M | -16.9% | -12.0% | -4.9% | -11.5% |
| 6M | +4.7% | -16.9% | +21.6% | +14.5% |
| YTD | -20.7% | -29.0% | +8.3% | -6.4% |
| 1Y | +1.7% | -20.3% | +22.0% | +12.7% |
| 3Y | +13.1% | +69.2% | -56.2% | -19.6% |
| 5Y | +108.4% | +94.6% | +13.8% | +32.2% |
| 10Y | +458.0% | +250.3% | +207.7% | +138.4% |
| All | +737.4% | +357.7% | +379.6% | +151.7% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling