+453.5%
FSLR vs COPX
+584.4%
-130.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.0% | +9.0% | +5.2% |
| 7D | -0.1% | -2.9% | +2.8% | +1.0% |
| 30D | -14.0% | 0.0% | -14.0% | -14.4% |
| 3M | -16.9% | +14.8% | -31.7% | -22.7% |
| 6M | +4.7% | +7.0% | -2.3% | +0.1% |
| YTD | -20.7% | +23.8% | -44.5% | -30.4% |
| 1Y | +1.7% | +75.7% | -74.0% | -24.5% |
| 3Y | +13.1% | +156.4% | -143.3% | -31.3% |
| 5Y | +108.4% | +167.6% | -59.2% | +19.9% |
| All | +453.5% | +584.4% | -130.9% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling