+28.1%
FSLR vs COR
+86.2%
-58.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | 0.0% |
| 7D | -14.8% | +7.8% | -22.6% | -13.7% |
| 30D | -4.3% | +7.0% | -11.3% | -3.2% |
| 3M | -23.4% | +16.3% | -39.6% | -21.4% |
| 6M | -26.9% | +41.3% | -68.2% | -22.3% |
| YTD | -34.4% | +7.1% | -41.5% | -32.5% |
| 1Y | -33.2% | -0.8% | -32.4% | -32.9% |
| 3Y | +28.1% | +85.0% | -56.9% | +71.8% |
| All | +28.1% | +86.2% | -58.1% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling