+12.5%
COHR vs FSLR
+5.9%
+6.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.0% | -5.4% | -5.1% |
| 7D | +10.9% | -0.1% | +11.0% | +10.6% |
| 30D | -10.8% | -14.0% | +3.2% | +0.7% |
| 3M | -17.4% | -16.9% | -0.5% | -2.9% |
| 6M | +12.5% | +4.7% | +7.7% | +5.1% |
| All | +12.5% | +5.9% | +6.6% | +5.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling