+495.8%
FSLR vs CL
+74.1%
+421.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +3.0% |
| 7D | +15.3% | +1.3% | +14.0% | +15.2% |
| 30D | +11.7% | +11.4% | +0.3% | +10.2% |
| 3M | -17.6% | +4.4% | -22.0% | -18.1% |
| 6M | -7.7% | +10.8% | -18.5% | -9.2% |
| YTD | -23.0% | +25.1% | -48.1% | -25.7% |
| 1Y | -26.0% | +28.0% | -54.0% | -28.9% |
| 3Y | +36.9% | +37.6% | -0.8% | +28.8% |
| 5Y | +72.9% | +39.7% | +33.2% | +60.5% |
| All | +495.8% | +74.1% | +421.7% | +386.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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