+732.7%
CLS vs FSLR
+32.4%
+700.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.4% |
| 7D | -22.2% | +15.3% | -37.5% | -26.2% |
| 30D | -44.4% | +11.7% | -56.0% | -46.5% |
| 3M | -34.3% | -17.6% | -16.7% | -30.5% |
| 6M | -50.1% | -7.7% | -42.3% | -49.1% |
| YTD | -30.1% | -23.0% | -7.1% | -25.3% |
| 1Y | -39.3% | -26.0% | -13.3% | -34.2% |
| 3Y | +732.7% | +36.9% | +695.9% | +618.0% |
| All | +732.7% | +32.4% | +700.3% | +618.0% |
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