-32.6%
FSLR vs CRL
+101.9%
-134.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -8.4% | +5.0% | -13.5% | -8.6% |
| 30D | -0.9% | +13.5% | -14.4% | -1.9% |
| 3M | -26.1% | +21.5% | -47.6% | -27.2% |
| 6M | -23.6% | +103.4% | -127.1% | -29.6% |
| YTD | -31.8% | +71.8% | -103.6% | -36.8% |
| 1Y | -32.6% | +97.5% | -130.1% | -39.8% |
| All | -32.6% | +101.9% | -134.5% | -39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling