+27.8%
FSLR vs COPX
+118.6%
-90.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.8% |
| 7D | -14.8% | -2.8% | -12.0% | -13.7% |
| 30D | -4.3% | -14.3% | +10.0% | +3.1% |
| 3M | -23.4% | -19.0% | -4.3% | -15.5% |
| 6M | -26.9% | -24.4% | -2.5% | -16.9% |
| YTD | -34.4% | -3.2% | -31.2% | -36.2% |
| 1Y | -33.2% | +15.2% | -48.4% | -40.9% |
| 3Y | +28.1% | +127.6% | -99.6% | -23.7% |
| 5Y | +54.5% | +106.0% | -51.5% | -7.0% |
| 10Y | +434.6% | +313.7% | +120.9% | +94.8% |
| All | +27.8% | +118.6% | -90.8% | -27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling