+33.1%
FSLR vs CLF
-19.9%
+53.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -1.9% |
| 7D | -8.4% | +2.3% | -10.8% | -8.9% |
| 30D | -0.9% | +1.9% | -2.8% | -1.8% |
| 3M | -26.1% | +5.9% | -32.0% | -27.3% |
| 6M | -23.6% | +16.9% | -40.6% | -26.1% |
| YTD | -31.8% | -1.1% | -30.8% | -33.3% |
| 1Y | -32.6% | +28.8% | -61.4% | -36.0% |
| All | +33.1% | -19.9% | +53.0% | +23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling