+340.2%
COP vs FSLR
+431.1%
-90.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.8% | +5.9% | +1.8% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | +11.7% | -15.1% | +26.9% | +14.2% |
| 3M | +17.7% | -22.5% | +40.2% | +21.3% |
| 6M | +18.3% | +4.0% | +14.4% | +15.6% |
| YTD | +49.1% | -22.3% | +71.3% | +51.8% |
| 1Y | +53.3% | 0.0% | +53.3% | +48.6% |
| 3Y | +22.2% | +10.9% | +11.3% | +8.7% |
| 5Y | +193.3% | +105.4% | +87.9% | +113.8% |
| 10Y | +340.2% | +447.0% | -106.8% | +121.2% |
| All | +340.2% | +431.1% | -90.9% | +121.2% |
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