+139.5%
FSLR vs CLBK
+63.6%
+75.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -8.4% | +2.2% | -10.6% | -9.0% |
| 30D | -0.9% | +5.0% | -5.9% | -2.2% |
| 3M | -26.1% | +3.3% | -29.3% | -26.8% |
| 6M | -23.6% | +29.6% | -53.2% | -29.0% |
| YTD | -31.8% | +62.1% | -93.9% | -40.6% |
| 1Y | -32.6% | +64.3% | -96.9% | -41.6% |
| 3Y | +33.0% | +55.6% | -22.6% | +13.0% |
| 5Y | +56.8% | +29.3% | +27.5% | +33.2% |
| All | +139.5% | +63.6% | +75.9% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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