-33.6%
FSLR vs CLX
+4.7%
-38.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.0% | -6.6% | -5.6% |
| 7D | -2.6% | +13.6% | -16.3% | -3.1% |
| 30D | +1.8% | +29.1% | -27.3% | +1.1% |
| 3M | -24.4% | +1.6% | -26.0% | -26.6% |
| 6M | -17.7% | +18.7% | -36.4% | -18.0% |
| YTD | -30.7% | +11.1% | -41.8% | -28.6% |
| 1Y | -33.6% | +7.0% | -40.6% | -30.8% |
| All | -33.6% | +4.7% | -38.3% | -30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling