0.0%
FSLR vs CLX
-25.2%
+25.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.2% | -2.6% | -5.0% |
| 7D | +0.2% | -4.9% | +5.2% | -0.4% |
| 30D | -15.1% | -15.8% | +0.7% | -17.2% |
| 3M | -22.5% | -7.9% | -14.6% | -23.1% |
| 6M | +4.0% | -19.0% | +23.0% | +2.8% |
| YTD | -22.3% | -7.9% | -14.3% | -18.7% |
| 1Y | 0.0% | -25.4% | +25.4% | -2.3% |
| All | 0.0% | -25.2% | +25.2% | -2.3% |
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