+28.7%
FSLR vs CRS
+355.6%
-326.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.5% | -2.9% |
| 7D | -12.0% | +7.4% | -19.4% | -13.6% |
| 30D | -7.7% | -21.2% | +13.6% | -3.0% |
| 3M | -24.0% | -43.3% | +19.3% | -13.3% |
| 6M | -24.4% | -29.4% | +4.9% | -18.3% |
| YTD | -34.0% | -4.7% | -29.4% | -33.7% |
| 1Y | -35.6% | -9.6% | -26.0% | -34.5% |
| All | +28.7% | +355.6% | -326.9% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling