+458.5%
FSLR vs CRH
+253.3%
+205.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.4% |
| 7D | +2.2% | -6.1% | +8.3% | +5.1% |
| 30D | -7.8% | -9.3% | +1.4% | -3.9% |
| 3M | -22.9% | -15.2% | -7.7% | -17.3% |
| 6M | +4.4% | -14.2% | +18.6% | +11.3% |
| YTD | -20.0% | -28.3% | +8.3% | -8.0% |
| 1Y | +2.8% | -21.8% | +24.6% | +13.5% |
| 3Y | +16.5% | +71.6% | -55.1% | -13.7% |
| 5Y | +110.3% | +96.6% | +13.7% | +42.2% |
| All | +458.5% | +253.3% | +205.2% | +171.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling