+1.7%
FSLR vs CRS
+81.8%
-80.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +2.7% |
| 7D | -0.1% | -4.1% | +4.0% | +1.1% |
| 30D | -14.0% | -16.6% | +2.6% | -9.1% |
| 3M | -16.9% | -14.3% | -2.6% | -12.9% |
| 6M | +4.7% | +11.6% | -6.9% | +1.8% |
| YTD | -20.7% | +42.6% | -63.3% | -27.1% |
| 1Y | +1.7% | +81.8% | -80.2% | -7.8% |
| All | +1.7% | +81.8% | -80.2% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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