+726.4%
FSLR vs CRS
+1,265.0%
-538.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -2.1% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -13.7% | -16.6% | +3.0% | -6.9% |
| 3M | -35.1% | -3.5% | -31.6% | -34.4% |
| 6M | +3.6% | +15.4% | -11.8% | -3.5% |
| YTD | -21.7% | +51.2% | -72.9% | -35.7% |
| 1Y | +1.3% | +98.3% | -97.0% | -27.1% |
| 3Y | +9.7% | +651.5% | -641.8% | -59.7% |
| 5Y | +117.4% | +1,411.1% | -1,293.8% | -46.6% |
| 10Y | +435.5% | +1,424.3% | -988.9% | -7.0% |
| All | +726.4% | +1,265.0% | -538.6% | +20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling