+186.4%
COP vs FSLR
+117.9%
+68.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.4% | -1.0% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | +17.5% | -13.7% | +31.1% | +18.5% |
| 3M | +13.4% | -35.1% | +48.4% | +16.4% |
| 6M | +17.7% | +3.6% | +14.1% | +16.4% |
| YTD | +46.6% | -21.7% | +68.3% | +48.0% |
| 1Y | +44.6% | +1.3% | +43.3% | +42.3% |
| 3Y | +20.7% | +9.7% | +11.0% | +13.2% |
| All | +186.4% | +117.9% | +68.4% | +137.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling