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  • FSLR vs CLX✓SelectedUSD · CLXFSLR vs CLX performance historyLatest closeAs of-4.76%09/09
Stock and ETF performance explorer

FSLR vs CLX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+447.0%
CLX return
-3.8%
Excess return
+450.8%
Maximum drawdown
-61.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 2016-09-09 to 2026-09-09.

Portfolio and benchmark returns by period
PeriodPortfolioCLXExcessAlpha
1D-4.8%-2.2%-2.6%-4.6%
7D+0.2%-4.9%+5.2%+0.5%
30D-15.1%-15.8%+0.7%-14.4%
3M-22.5%-7.9%-14.6%-22.2%
6M+4.0%-19.0%+23.0%+5.3%
YTD-22.3%-7.9%-14.3%-22.0%
1Y0.0%-25.4%+25.4%+1.9%
3Y+10.9%-35.0%+45.9%+13.5%
5Y+105.4%-36.8%+142.1%+108.6%
10Y+447.0%-1.4%+448.4%+383.1%
All+447.0%-3.8%+450.8%+383.1%

Cumulative growth

Daily Returns

Daily percentage return beside CLX.

Daily Out/Under-Performance

Portfolio return minus CLX return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CLX 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CLX 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…

2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling