+99.0%
COST vs FSLR
+29.6%
+69.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | +5.0% | -14.8% | +19.8% | +5.1% |
| 30D | +12.8% | -4.3% | +17.1% | +12.8% |
| 3M | +15.2% | -23.4% | +38.6% | +15.4% |
| 6M | +7.4% | -26.9% | +34.4% | +7.5% |
| YTD | +29.0% | -34.4% | +63.4% | +29.4% |
| 1Y | +20.3% | -33.2% | +53.5% | +20.5% |
| 3Y | +99.0% | +28.1% | +70.9% | +89.8% |
| All | +99.0% | +29.6% | +69.4% | +89.8% |
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