+713.0%
FSLR vs CRL
+696.0%
+17.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.8% | -5.1% | -0.6% |
| 7D | +15.3% | -6.1% | +21.4% | +17.7% |
| 30D | +11.7% | +12.4% | -0.7% | +4.9% |
| 3M | -17.6% | +27.1% | -44.7% | -27.4% |
| 6M | -7.7% | +85.7% | -93.5% | -32.7% |
| YTD | -23.0% | +69.2% | -92.2% | -42.9% |
| 1Y | -26.0% | +97.5% | -123.6% | -49.2% |
| 3Y | +36.9% | +86.1% | -49.2% | -12.8% |
| 5Y | +72.9% | -10.0% | +83.0% | +51.8% |
| 10Y | +519.3% | +395.0% | +124.3% | +80.3% |
| All | +713.0% | +696.0% | +17.0% | +56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling