+1.3%
FSLR vs CLF
+20.0%
-18.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.8% |
| 7D | 0.0% | +7.6% | -7.6% | -1.5% |
| 30D | -13.7% | -1.2% | -12.5% | -13.6% |
| 3M | -35.1% | -13.4% | -21.7% | -33.3% |
| 6M | +3.6% | +15.4% | -11.8% | +0.5% |
| YTD | -21.7% | -5.9% | -15.9% | -22.6% |
| 1Y | +1.3% | +18.8% | -17.5% | -4.7% |
| All | +1.3% | +20.0% | -18.7% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling