+418.1%
FSLR vs CLF
+74.2%
+343.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.1% |
| 7D | -14.8% | +10.4% | -25.2% | -16.6% |
| 30D | -4.3% | +0.6% | -4.9% | -5.4% |
| 3M | -23.4% | +4.1% | -27.5% | -25.1% |
| 6M | -26.9% | +15.1% | -42.0% | -30.4% |
| YTD | -34.4% | -4.7% | -29.6% | -36.1% |
| 1Y | -33.2% | +20.4% | -53.6% | -37.9% |
| 3Y | +28.1% | -23.4% | +51.4% | +21.6% |
| 5Y | +54.5% | -43.3% | +97.8% | +50.1% |
| All | +418.1% | +74.2% | +343.9% | +218.8% |
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