+466.4%
FSLR vs CLX
+26.5%
+439.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.0% | -6.6% | -5.6% |
| 7D | -2.6% | +13.6% | -16.3% | -3.5% |
| 30D | +1.8% | +29.1% | -27.3% | +0.1% |
| 3M | -24.4% | +1.6% | -26.0% | -24.7% |
| 6M | -17.7% | +18.7% | -36.4% | -18.8% |
| YTD | -30.7% | +11.1% | -41.8% | -31.4% |
| 1Y | -33.6% | +7.0% | -40.6% | -34.1% |
| 3Y | +35.1% | -10.0% | +45.1% | +35.3% |
| 5Y | +63.1% | -22.6% | +85.7% | +63.1% |
| 10Y | +466.4% | +29.3% | +437.1% | +403.0% |
| All | +466.4% | +26.5% | +439.9% | +403.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling