+13.2%
FSLR vs COPX
+168.3%
-155.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.9% | -5.7% | -5.2% |
| 7D | +0.2% | +6.0% | -5.7% | -2.5% |
| 30D | -15.1% | +6.4% | -21.6% | -17.8% |
| 3M | -22.5% | +19.3% | -41.8% | -29.2% |
| 6M | +4.0% | +16.2% | -12.3% | -4.4% |
| YTD | -22.3% | +33.2% | -55.4% | -34.8% |
| 1Y | 0.0% | +90.2% | -90.2% | -30.9% |
| All | +13.2% | +168.3% | -155.1% | -44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling