+2.8%
FSLR vs CORZ
+12.0%
-9.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.1% |
| 7D | +2.2% | +0.3% | +2.0% | +2.2% |
| 30D | -7.8% | -14.0% | +6.2% | -4.5% |
| 3M | -22.9% | -34.1% | +11.2% | -15.4% |
| 6M | +4.4% | +8.5% | -4.1% | +1.6% |
| YTD | -20.0% | +23.2% | -43.2% | -26.7% |
| 1Y | +2.8% | +15.4% | -12.6% | -1.1% |
| All | +2.8% | +12.0% | -9.1% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 1y: compounded portfolio wealth divided by compounded CORZ 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…
1y analysis · Full analysis span regression · 6 months rolling