+116.4%
FSLR vs CLX
-34.6%
+151.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.4% |
| 7D | 0.0% | -9.2% | +9.2% | +0.5% |
| 30D | -13.7% | -11.0% | -2.6% | -13.1% |
| 3M | -35.1% | +5.0% | -40.1% | -35.3% |
| 6M | +3.6% | -18.8% | +22.5% | +5.5% |
| YTD | -21.7% | -4.4% | -17.3% | -21.5% |
| 1Y | +1.3% | -21.9% | +23.1% | +3.6% |
| 3Y | +9.7% | -32.8% | +42.5% | +12.6% |
| All | +116.4% | -34.6% | +151.0% | +116.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling