+713.0%
FSLR vs CLX
+182.8%
+530.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.5% | +2.7% |
| 7D | +15.3% | +13.6% | +1.7% | +11.3% |
| 30D | +11.7% | +23.4% | -11.7% | +5.2% |
| 3M | -17.6% | -2.8% | -14.8% | -17.1% |
| 6M | -7.7% | +14.0% | -21.7% | -11.9% |
| YTD | -23.0% | +4.2% | -27.2% | -25.1% |
| 1Y | -26.0% | -1.2% | -24.9% | -27.0% |
| 3Y | +36.9% | -12.7% | +49.5% | +37.1% |
| 5Y | +72.9% | -26.5% | +99.4% | +78.0% |
| 10Y | +519.3% | +20.2% | +499.1% | +320.2% |
| All | +713.0% | +182.8% | +530.2% | +170.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling