+418.1%
FSLR vs CL
+88.0%
+330.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.7% |
| 7D | -14.8% | +3.2% | -18.0% | -15.1% |
| 30D | -4.3% | +8.0% | -12.3% | -5.2% |
| 3M | -23.4% | +7.9% | -31.2% | -24.1% |
| 6M | -26.9% | +14.7% | -41.7% | -28.4% |
| YTD | -34.4% | +29.2% | -63.5% | -36.9% |
| 1Y | -33.2% | +29.5% | -62.7% | -35.8% |
| 3Y | +28.1% | +40.7% | -12.6% | +20.3% |
| 5Y | +54.5% | +43.9% | +10.7% | +43.0% |
| All | +418.1% | +88.0% | +330.1% | +315.1% |
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