+104.4%
COST vs FSLR
+112.6%
-8.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +3.9% | -0.6% |
| 7D | -2.8% | +0.2% | -3.0% | -2.8% |
| 30D | -5.3% | -15.1% | +9.9% | -4.4% |
| 3M | -6.7% | -22.5% | +15.9% | -5.5% |
| 6M | -9.9% | +4.0% | -13.9% | -10.9% |
| YTD | +5.1% | -22.3% | +27.4% | +6.0% |
| 1Y | -7.3% | 0.0% | -7.3% | -8.7% |
| 3Y | +70.4% | +10.9% | +59.5% | +60.3% |
| 5Y | +104.4% | +105.4% | -1.0% | +63.5% |
| All | +104.4% | +112.6% | -8.2% | +63.5% |
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