+448.7%
COP vs FSLR
+682.1%
-233.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.7% | +3.4% | -0.5% |
| 7D | -8.4% | +5.3% | -13.7% | -9.3% |
| 30D | +0.3% | +7.8% | -7.5% | -1.3% |
| 3M | +15.1% | -23.4% | +38.5% | +19.7% |
| 6M | +19.8% | -12.9% | +32.6% | +20.3% |
| YTD | +46.8% | -26.7% | +73.5% | +50.5% |
| 1Y | +59.7% | -28.4% | +88.2% | +64.0% |
| 3Y | +28.7% | +44.6% | -15.9% | +8.3% |
| 5Y | +110.7% | +67.9% | +42.8% | +63.3% |
| 10Y | +298.3% | +496.9% | -198.6% | +121.9% |
| All | +448.7% | +682.1% | -233.4% | +201.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling