+174.9%
FSLR vs CLBK
+67.9%
+107.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | 0.0% | +1.2% | -1.2% | -0.3% |
| 30D | -13.7% | +9.1% | -22.8% | -15.6% |
| 3M | -35.1% | +27.7% | -62.8% | -39.3% |
| 6M | +3.6% | +40.8% | -37.2% | -5.7% |
| YTD | -21.7% | +66.4% | -88.1% | -32.2% |
| 1Y | +1.3% | +72.4% | -71.1% | -13.6% |
| 3Y | +9.7% | +50.7% | -41.0% | -5.4% |
| 5Y | +117.4% | +42.9% | +74.4% | +76.0% |
| All | +174.9% | +67.9% | +107.0% | +88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling