+1.7%
FSLR vs COPX
+76.0%
-74.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.0% | +9.0% | +4.8% |
| 7D | -0.1% | -2.9% | +2.8% | +0.8% |
| 30D | -14.0% | 0.0% | -14.0% | -14.4% |
| 3M | -16.9% | +14.8% | -31.7% | -22.2% |
| 6M | +4.7% | +7.0% | -2.3% | +0.3% |
| YTD | -20.7% | +23.8% | -44.5% | -30.6% |
| 1Y | +1.7% | +75.7% | -74.0% | -21.0% |
| All | +1.7% | +76.0% | -74.4% | -21.0% |
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