+691.3%
FSLR vs CL
+381.8%
+309.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | +10.7% | +5.9% | +4.7% | +7.9% |
| 30D | +8.9% | +13.8% | -4.9% | +2.6% |
| 3M | -17.3% | +6.4% | -23.7% | -19.8% |
| 6M | -10.8% | +15.6% | -26.4% | -17.6% |
| YTD | -25.1% | +27.9% | -53.0% | -34.3% |
| 1Y | -29.4% | +31.4% | -60.8% | -39.1% |
| 3Y | +28.8% | +41.4% | -12.5% | +4.0% |
| 5Y | +68.3% | +42.8% | +25.5% | +31.2% |
| 10Y | +502.7% | +79.7% | +423.0% | +270.1% |
| All | +691.3% | +381.8% | +309.5% | +90.7% |
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