+713.0%
FSLR vs COR
+2,084.5%
-1,371.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.5% |
| 7D | +15.3% | +0.8% | +14.5% | +14.9% |
| 30D | +11.7% | +5.1% | +6.5% | +9.3% |
| 3M | -17.6% | +2.8% | -20.4% | -18.8% |
| 6M | -7.7% | +32.5% | -40.3% | -18.8% |
| YTD | -23.0% | -0.7% | -22.4% | -24.8% |
| 1Y | -26.0% | -6.7% | -19.3% | -25.8% |
| 3Y | +36.9% | +73.7% | -36.9% | -0.4% |
| 5Y | +72.9% | +177.9% | -104.9% | -1.9% |
| 10Y | +519.3% | +533.8% | -14.5% | +96.0% |
| All | +713.0% | +2,084.5% | -1,371.5% | -9.2% |
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