+1,298.9%
COHR vs FSLR
+466.5%
+832.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.9% |
| 7D | +8.3% | +2.2% | +6.1% | +7.6% |
| 30D | -14.1% | -7.8% | -6.3% | -12.1% |
| 3M | -16.0% | -22.9% | +6.9% | -8.4% |
| 6M | +21.5% | +4.4% | +17.1% | +21.5% |
| YTD | +65.4% | -20.0% | +85.4% | +76.7% |
| 1Y | +195.0% | +2.8% | +192.2% | +192.8% |
| 3Y | +830.2% | +16.5% | +813.6% | +719.9% |
| 5Y | +397.1% | +110.3% | +286.8% | +241.2% |
| All | +1,298.9% | +466.5% | +832.4% | +633.9% |
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 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