+447.0%
FSLR vs COR
+399.7%
+47.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.3% | -4.7% |
| 7D | +0.2% | -3.9% | +4.1% | +1.0% |
| 30D | -15.1% | -0.3% | -14.8% | -15.1% |
| 3M | -22.5% | +15.9% | -38.4% | -25.1% |
| 6M | +4.0% | -10.3% | +14.2% | +5.8% |
| YTD | -22.3% | -3.7% | -18.6% | -22.3% |
| 1Y | 0.0% | +9.1% | -9.1% | -3.1% |
| 3Y | +10.9% | +86.6% | -75.7% | -9.1% |
| 5Y | +105.4% | +180.9% | -75.5% | +47.6% |
| 10Y | +447.0% | +407.4% | +39.6% | +251.0% |
| All | +447.0% | +399.7% | +47.3% | +251.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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