+431.5%
FSLR vs CRL
+251.0%
+180.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -0.9% |
| 7D | 0.0% | -1.0% | +1.0% | +0.3% |
| 30D | -13.7% | +10.7% | -24.3% | -16.7% |
| 3M | -35.1% | +55.3% | -90.4% | -44.7% |
| 6M | +3.6% | +60.7% | -57.0% | -13.9% |
| YTD | -21.7% | +44.6% | -66.4% | -33.1% |
| 1Y | +1.3% | +77.7% | -76.5% | -20.5% |
| 3Y | +9.7% | +37.6% | -27.9% | -11.1% |
| 5Y | +117.4% | -35.8% | +153.2% | +134.5% |
| All | +431.5% | +251.0% | +180.4% | +162.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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