+720.9%
FSLR vs CRH
+366.6%
+354.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.4% | -4.0% |
| 7D | +0.2% | -3.6% | +3.8% | +2.0% |
| 30D | -15.1% | -10.8% | -4.3% | -10.0% |
| 3M | -22.5% | -13.5% | -9.0% | -16.7% |
| 6M | +4.0% | -15.4% | +19.4% | +12.7% |
| YTD | -22.3% | -27.6% | +5.4% | -9.1% |
| 1Y | 0.0% | -18.4% | +18.4% | +9.5% |
| 3Y | +10.9% | +72.5% | -61.7% | -21.9% |
| 5Y | +105.4% | +99.2% | +6.2% | +28.8% |
| 10Y | +447.0% | +257.0% | +190.0% | +131.5% |
| All | +720.9% | +366.6% | +354.4% | +144.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling