+11.9%
COST vs FSLR
-24.3%
+36.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.6% | -2.0% | +2.9% |
| 7D | +6.6% | +10.3% | -3.7% | +7.2% |
| 30D | +13.5% | +10.4% | +3.1% | +14.1% |
| 3M | +10.6% | -20.2% | +30.7% | +9.1% |
| 6M | +3.6% | -8.0% | +11.6% | +3.1% |
| YTD | +22.1% | -25.5% | +47.6% | +21.1% |
| 1Y | +11.9% | -26.0% | +37.9% | +11.1% |
| All | +11.9% | -24.3% | +36.1% | +11.1% |
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 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