-33.2%
FSLR vs COPX
+11.4%
-44.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.5% |
| 7D | -14.8% | -2.8% | -12.0% | -13.9% |
| 30D | -4.3% | -14.3% | +10.0% | +1.5% |
| 3M | -23.4% | -19.0% | -4.3% | -17.3% |
| 6M | -26.9% | -24.4% | -2.5% | -20.0% |
| YTD | -34.4% | -3.2% | -31.2% | -37.4% |
| 1Y | -33.2% | +15.2% | -48.4% | -42.8% |
| All | -33.2% | +11.4% | -44.6% | -42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling