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  • CLS vs FSLR✓SelectedUSD · FSLRCLS vs FSLR performance historyLatest closeAs of+0.81%09/04
Stock and ETF performance explorer

CLS vs FSLR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,143.5%
FSLR return
+734.5%
Excess return
+2,409.0%
Maximum drawdown
-80.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFSLRExcessAlpha
1D+0.8%-1.4%+2.2%+1.1%
7D+4.6%0.0%+4.6%+4.6%
30D-13.9%-13.7%-0.2%-11.3%
3M-26.6%-35.1%+8.5%-19.2%
6M+15.4%+3.6%+11.8%+14.5%
YTD+5.7%-21.7%+27.4%+10.9%
1Y+41.1%+1.3%+39.8%+40.6%
3Y+1,228.6%+9.7%+1,218.9%+1,140.2%
5Y+3,240.6%+117.4%+3,123.3%+2,495.5%
10Y+2,760.3%+435.5%+2,324.9%+1,603.5%
All+3,143.5%+734.5%+2,409.0%+1,384.0%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling