+726.4%
FSLR vs CLX
+159.5%
+566.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | 0.0% | -9.2% | +9.2% | +2.6% |
| 30D | -13.7% | -11.0% | -2.6% | -10.9% |
| 3M | -35.1% | +5.0% | -40.1% | -36.4% |
| 6M | +3.6% | -18.8% | +22.5% | +8.8% |
| YTD | -21.7% | -4.4% | -17.3% | -22.0% |
| 1Y | +1.3% | -21.9% | +23.1% | +6.9% |
| 3Y | +9.7% | -32.8% | +42.5% | +19.4% |
| 5Y | +117.4% | -34.6% | +151.9% | +131.8% |
| 10Y | +435.5% | -4.7% | +440.2% | +311.6% |
| All | +726.4% | +159.5% | +566.9% | +181.7% |
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 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