+290.5%
COF vs FSLR
+770.4%
-479.9%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.3% | -6.9% | -3.4% |
| 7D | +1.2% | +6.8% | -5.6% | -0.2% |
| 30D | -1.4% | -14.7% | +13.3% | +1.7% |
| 3M | +19.0% | -22.6% | +41.6% | +24.8% |
| 6M | +14.9% | +12.7% | +2.2% | +10.5% |
| YTD | -10.7% | -18.4% | +7.7% | -9.0% |
| 1Y | -1.3% | +4.9% | -6.2% | -5.2% |
| 3Y | +124.3% | +16.4% | +107.9% | +94.8% |
| 5Y | +51.1% | +123.5% | -72.3% | +6.7% |
| 10Y | +252.4% | +454.3% | -202.0% | +84.5% |
| All | +290.5% | +770.4% | -479.9% | +108.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling