+52.4%
COP vs FSLR
+3.4%
+49.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | +0.8% |
| 7D | -0.8% | +6.8% | -7.7% | -0.5% |
| 30D | +15.6% | -14.7% | +30.3% | +14.6% |
| 3M | +14.3% | -22.6% | +36.9% | +13.6% |
| 6M | +17.0% | +12.7% | +4.3% | +17.1% |
| YTD | +47.4% | -18.4% | +65.8% | +49.7% |
| 1Y | +52.4% | +4.9% | +47.5% | +61.3% |
| All | +52.4% | +3.4% | +49.0% | +61.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling