+74.9%
FSLR vs COR
+178.3%
-103.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +2.7% |
| 7D | +15.3% | +0.8% | +14.5% | +15.3% |
| 30D | +11.7% | +5.1% | +6.5% | +11.7% |
| 3M | -17.6% | +2.8% | -20.4% | -17.6% |
| 6M | -7.7% | +32.5% | -40.3% | -7.8% |
| YTD | -23.0% | -0.7% | -22.4% | -22.3% |
| 1Y | -26.0% | -6.7% | -19.3% | -25.4% |
| 3Y | +36.9% | +73.7% | -36.9% | +27.8% |
| All | +74.9% | +178.3% | -103.4% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling