+34.1%
COP vs FSLR
+29.6%
+4.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | +4.4% | -14.8% | +19.2% | +4.8% |
| 30D | 0.0% | -4.3% | +4.3% | 0.0% |
| 3M | +15.0% | -23.4% | +38.4% | +15.8% |
| 6M | +22.0% | -26.9% | +48.9% | +22.7% |
| YTD | +55.3% | -34.4% | +89.7% | +57.3% |
| 1Y | +64.1% | -33.2% | +97.3% | +65.8% |
| 3Y | +34.1% | +28.1% | +6.0% | +21.3% |
| All | +34.1% | +29.6% | +4.4% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling