+596.4%
FSLR vs CLF
-22.7%
+619.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -3.1% |
| 7D | -12.0% | +16.0% | -28.0% | -15.7% |
| 30D | -7.7% | +1.6% | -9.3% | -9.4% |
| 3M | -24.0% | +6.7% | -30.7% | -26.9% |
| 6M | -24.4% | +21.1% | -45.6% | -30.5% |
| YTD | -34.0% | -1.6% | -32.5% | -37.2% |
| 1Y | -35.6% | +18.5% | -54.1% | -41.7% |
| 3Y | +28.7% | -21.0% | +49.7% | +16.3% |
| 5Y | +55.3% | -41.4% | +96.7% | +43.4% |
| 10Y | +437.4% | +86.5% | +350.9% | +170.1% |
| All | +596.4% | -22.7% | +619.1% | +104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling