+45.4%
COF vs FSLR
+106.8%
-61.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -2.0% |
| 7D | -6.1% | -0.1% | -6.0% | -6.1% |
| 30D | -5.2% | -14.0% | +8.8% | -3.8% |
| 3M | +17.0% | -16.9% | +33.9% | +18.9% |
| 6M | +12.9% | +4.7% | +8.2% | +11.7% |
| YTD | -13.5% | -20.7% | +7.1% | -12.4% |
| 1Y | -5.9% | +1.7% | -7.5% | -7.3% |
| 3Y | +117.1% | +13.1% | +104.0% | +99.5% |
| 5Y | +45.4% | +108.4% | -63.0% | +10.9% |
| All | +45.4% | +106.8% | -61.4% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling