+175.7%
COF vs FSLR
+429.3%
-253.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -3.4% | -14.8% | +11.4% | -0.7% |
| 30D | +0.4% | -4.3% | +4.7% | +1.0% |
| 3M | -12.5% | -23.4% | +10.8% | -8.8% |
| 6M | +8.3% | -26.9% | +35.2% | +13.0% |
| YTD | -18.6% | -34.4% | +15.8% | -14.3% |
| 1Y | -8.6% | -33.2% | +24.6% | -4.3% |
| 3Y | +94.7% | +28.1% | +66.6% | +64.4% |
| 5Y | +35.3% | +54.5% | -19.2% | +1.6% |
| All | +175.7% | +429.3% | -253.6% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 10y: compounded portfolio wealth divided by compounded FSLR 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…
10y analysis · Full analysis span regression · 6 months rolling