+466.4%
FSLR vs CLF
+82.3%
+384.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +4.9% | -10.4% | -6.5% |
| 7D | -2.6% | -9.1% | +6.4% | -1.4% |
| 30D | +1.8% | -0.9% | +2.7% | +1.0% |
| 3M | -24.4% | +3.0% | -27.3% | -25.9% |
| 6M | -17.7% | +16.7% | -34.4% | -21.8% |
| YTD | -30.7% | -3.2% | -27.6% | -32.7% |
| 1Y | -33.6% | +24.6% | -58.2% | -38.7% |
| 3Y | +35.1% | -22.3% | +57.4% | +28.0% |
| 5Y | +63.1% | -41.2% | +104.3% | +57.3% |
| 10Y | +466.4% | +83.5% | +382.9% | +241.8% |
| All | +466.4% | +82.3% | +384.2% | +241.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling