+116.4%
FSLR vs CLF
-47.7%
+164.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.8% |
| 7D | 0.0% | +7.6% | -7.6% | -1.4% |
| 30D | -13.7% | -1.2% | -12.5% | -13.7% |
| 3M | -35.1% | -13.4% | -21.7% | -33.8% |
| 6M | +3.6% | +15.4% | -11.8% | 0.0% |
| YTD | -21.7% | -5.9% | -15.9% | -22.5% |
| 1Y | +1.3% | +18.8% | -17.5% | -4.9% |
| 3Y | +9.7% | -19.4% | +29.1% | +6.8% |
| All | +116.4% | -47.7% | +164.1% | +122.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling