+216.9%
CLSK vs FSLR
+9.6%
+207.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.3% | +0.5% |
| 7D | +17.2% | +0.2% | +17.0% | +17.2% |
| 30D | +14.6% | -15.1% | +29.7% | +22.3% |
| 3M | -16.8% | -22.5% | +5.7% | -7.9% |
| 6M | +38.2% | +4.0% | +34.2% | +34.9% |
| YTD | +31.2% | -22.3% | +53.5% | +41.5% |
| 1Y | +37.3% | 0.0% | +37.3% | +34.9% |
| All | +216.9% | +9.6% | +207.3% | +137.8% |
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