-60.8%
CLSK vs FSLR
+532.8%
-593.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.9% | +5.9% | +6.4% |
| 7D | +7.7% | +2.2% | +5.5% | +6.7% |
| 30D | +12.2% | -7.8% | +20.1% | +16.3% |
| 3M | -15.5% | -22.9% | +7.5% | -5.5% |
| 6M | +39.3% | +4.4% | +35.0% | +35.2% |
| YTD | +35.1% | -20.0% | +55.1% | +44.5% |
| 1Y | +34.0% | +2.8% | +31.2% | +29.0% |
| 3Y | +226.3% | +16.5% | +209.7% | +162.9% |
| 5Y | +6.4% | +110.3% | -103.9% | -37.9% |
| All | -60.8% | +532.8% | -593.7% | -82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling