+36.9%
FSLR vs CRL
+86.4%
-49.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.8% | -5.1% | +1.3% |
| 7D | +15.3% | -6.1% | +21.4% | +16.4% |
| 30D | +11.7% | +12.4% | -0.7% | +8.6% |
| 3M | -17.6% | +27.1% | -44.7% | -22.2% |
| 6M | -7.7% | +85.7% | -93.5% | -20.7% |
| YTD | -23.0% | +69.2% | -92.2% | -33.0% |
| 1Y | -26.0% | +97.5% | -123.6% | -38.3% |
| 3Y | +36.9% | +86.1% | -49.2% | -8.7% |
| All | +36.9% | +86.4% | -49.6% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling