+16.4%
FSLR vs CRS
+653.3%
-636.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.5% | +7.8% | +5.2% |
| 7D | +6.8% | -3.1% | +9.9% | +7.6% |
| 30D | -14.7% | -19.6% | +4.9% | -9.9% |
| 3M | -22.6% | -8.1% | -14.5% | -20.9% |
| 6M | +12.7% | +18.6% | -5.9% | +8.1% |
| YTD | -18.4% | +45.9% | -64.2% | -25.6% |
| 1Y | +4.9% | +82.5% | -77.5% | -9.1% |
| 3Y | +16.4% | +648.9% | -632.5% | -29.4% |
| All | +16.4% | +653.3% | -636.9% | -29.4% |
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