+110.7%
COP vs FSLR
+66.7%
+43.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.7% | +3.4% | -1.1% |
| 7D | -8.4% | +5.3% | -13.7% | -8.7% |
| 30D | +0.3% | +7.8% | -7.5% | -0.2% |
| 3M | +15.1% | -23.4% | +38.5% | +16.8% |
| 6M | +19.8% | -12.9% | +32.6% | +19.9% |
| YTD | +46.8% | -26.7% | +73.5% | +48.6% |
| 1Y | +59.7% | -28.4% | +88.2% | +61.8% |
| 3Y | +28.7% | +44.6% | -15.9% | +16.7% |
| 5Y | +110.7% | +67.9% | +42.8% | +79.9% |
| All | +110.7% | +66.7% | +43.9% | +79.9% |
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