-7.7%
FSLR vs COR
+25.0%
-32.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +2.3% |
| 7D | +15.3% | +0.8% | +14.5% | +15.8% |
| 30D | +11.7% | +5.1% | +6.5% | +13.8% |
| 3M | -17.6% | +2.8% | -20.4% | -16.3% |
| 6M | -7.7% | +32.5% | -40.3% | +18.3% |
| All | -7.7% | +25.0% | -32.7% | +18.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling