+496.9%
FSLR vs CL
+76.2%
+420.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.4% | -6.2% | -4.9% |
| 7D | +5.3% | +0.5% | +4.7% | +5.2% |
| 30D | +7.8% | +11.6% | -3.8% | +6.3% |
| 3M | -23.4% | +5.6% | -29.0% | -23.9% |
| 6M | -12.9% | +13.2% | -26.0% | -14.5% |
| YTD | -26.7% | +26.9% | -53.6% | -29.3% |
| 1Y | -28.4% | +27.3% | -55.7% | -31.1% |
| 3Y | +44.6% | +39.7% | +4.9% | +35.9% |
| 5Y | +67.9% | +41.3% | +26.6% | +55.8% |
| 10Y | +496.9% | +76.3% | +420.6% | +396.9% |
| All | +496.9% | +76.2% | +420.7% | +396.9% |
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