+674.5%
FSLR vs COR
+2,164.4%
-1,489.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.7% | -8.4% | -6.2% |
| 7D | +5.3% | +2.3% | +2.9% | +4.1% |
| 30D | +7.8% | +6.8% | +1.0% | +4.8% |
| 3M | -23.4% | +8.1% | -31.5% | -26.0% |
| 6M | -12.9% | +33.0% | -45.9% | -23.5% |
| YTD | -26.7% | +3.0% | -29.6% | -29.4% |
| 1Y | -28.4% | -3.4% | -25.0% | -29.3% |
| 3Y | +44.6% | +80.1% | -35.6% | +3.6% |
| 5Y | +67.9% | +194.7% | -126.8% | -7.3% |
| 10Y | +496.9% | +512.3% | -15.4% | +96.3% |
| All | +674.5% | +2,164.4% | -1,489.9% | -14.8% |
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 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