+36.9%
FSLR vs CLF
-33.4%
+70.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.1% | +2.5% |
| 7D | +15.3% | -19.6% | +34.9% | +18.6% |
| 30D | +11.7% | -5.0% | +16.6% | +11.7% |
| 3M | -17.6% | -6.3% | -11.3% | -17.6% |
| 6M | -7.7% | +2.8% | -10.5% | -9.1% |
| YTD | -23.0% | -13.7% | -9.3% | -23.3% |
| 1Y | -26.0% | +13.6% | -39.6% | -28.6% |
| 3Y | +36.9% | -34.0% | +70.8% | +34.5% |
| All | +36.9% | -33.4% | +70.3% | +34.5% |
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