+105.4%
FSLR vs CRS
+1,446.1%
-1,340.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.7% | -4.8% |
| 7D | +0.2% | -0.5% | +0.8% | +0.3% |
| 30D | -15.1% | -18.1% | +3.0% | -10.4% |
| 3M | -22.5% | -12.4% | -10.1% | -19.7% |
| 6M | +4.0% | +15.9% | -12.0% | -0.6% |
| YTD | -22.3% | +45.8% | -68.1% | -30.4% |
| 1Y | 0.0% | +87.8% | -87.7% | -16.9% |
| 3Y | +10.9% | +648.7% | -637.9% | -41.4% |
| 5Y | +105.4% | +1,416.6% | -1,311.2% | -19.4% |
| All | +105.4% | +1,446.1% | -1,340.7% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling