+726.4%
FSLR vs CL
+330.9%
+395.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -0.8% |
| 7D | 0.0% | -2.2% | +2.2% | +1.0% |
| 30D | -13.7% | -4.8% | -8.8% | -11.8% |
| 3M | -35.1% | +4.9% | -40.0% | -37.2% |
| 6M | +3.6% | -5.7% | +9.4% | +5.0% |
| YTD | -21.7% | +14.4% | -36.1% | -27.7% |
| 1Y | +1.3% | +8.7% | -7.5% | -4.8% |
| 3Y | +9.7% | +30.0% | -20.3% | -8.2% |
| 5Y | +117.4% | +28.4% | +89.0% | +77.5% |
| 10Y | +435.5% | +50.1% | +385.4% | +265.8% |
| All | +726.4% | +330.9% | +395.5% | +109.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling