+726.4%
FSLR vs COR
+2,067.4%
-1,341.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -0.7% |
| 7D | 0.0% | +2.8% | -2.8% | -1.1% |
| 30D | -13.7% | +4.5% | -18.2% | -15.2% |
| 3M | -35.1% | +22.7% | -57.8% | -40.8% |
| 6M | +3.6% | -9.7% | +13.4% | +6.3% |
| YTD | -21.7% | -1.4% | -20.3% | -23.1% |
| 1Y | +1.3% | +13.9% | -12.7% | -7.2% |
| 3Y | +9.7% | +94.0% | -84.3% | -24.3% |
| 5Y | +117.4% | +184.0% | -66.7% | +21.8% |
| 10Y | +435.5% | +406.8% | +28.7% | +95.6% |
| All | +726.4% | +2,067.4% | -1,341.0% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling