+838.1%
CLS vs FSLR
+29.6%
+808.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.2% |
| 7D | +16.3% | -14.8% | +31.1% | +22.2% |
| 30D | -25.7% | -4.3% | -21.4% | -25.0% |
| 3M | -30.9% | -23.4% | -7.5% | -25.2% |
| 6M | -35.5% | -26.9% | -8.5% | -29.2% |
| YTD | -18.7% | -34.4% | +15.7% | -8.8% |
| 1Y | -17.9% | -33.2% | +15.3% | -8.0% |
| 3Y | +838.1% | +28.1% | +810.0% | +718.8% |
| All | +838.1% | +29.6% | +808.5% | +718.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling