+496.9%
FSLR vs CRL
+400.8%
+96.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.7% | -9.4% | -6.2% |
| 7D | +5.3% | +4.4% | +0.9% | +3.4% |
| 30D | +7.8% | +17.1% | -9.3% | +1.5% |
| 3M | -23.4% | +32.1% | -55.5% | -31.1% |
| 6M | -12.9% | +98.9% | -111.8% | -32.6% |
| YTD | -26.7% | +77.1% | -103.8% | -42.0% |
| 1Y | -28.4% | +110.3% | -138.7% | -46.9% |
| 3Y | +44.6% | +108.5% | -63.9% | -0.6% |
| 5Y | +67.9% | -7.9% | +75.8% | +56.9% |
| 10Y | +496.9% | +368.9% | +128.0% | +192.4% |
| All | +496.9% | +400.8% | +96.1% | +192.4% |
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