-39.3%
CLS vs FSLR
-27.8%
-11.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.9% |
| 7D | -22.2% | +15.3% | -37.5% | -28.3% |
| 30D | -44.4% | +11.7% | -56.0% | -47.6% |
| 3M | -34.3% | -17.6% | -16.7% | -28.0% |
| 6M | -50.1% | -7.7% | -42.3% | -49.4% |
| YTD | -30.1% | -23.0% | -7.1% | -23.1% |
| 1Y | -39.3% | -26.0% | -13.3% | -27.8% |
| All | -39.3% | -27.8% | -11.6% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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