+16.4%
FSLR vs CLX
-34.1%
+50.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.3% |
| 7D | +6.8% | -3.5% | +10.4% | +6.9% |
| 30D | -14.7% | -11.9% | -2.8% | -14.6% |
| 3M | -22.6% | -2.6% | -19.9% | -22.5% |
| 6M | +12.7% | -18.2% | +30.9% | +14.6% |
| YTD | -18.4% | -5.9% | -12.5% | -17.9% |
| 1Y | +4.9% | -23.8% | +28.8% | +8.1% |
| 3Y | +16.4% | -33.6% | +50.0% | +23.7% |
| All | +16.4% | -34.1% | +50.5% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling