-35.6%
FSLR vs CORZ
-18.5%
-17.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -3.0% |
| 7D | -12.0% | +26.4% | -38.3% | -16.1% |
| 30D | -7.7% | -6.8% | -0.9% | -7.1% |
| 3M | -24.0% | -31.1% | +7.1% | -18.5% |
| 6M | -24.4% | -36.9% | +12.5% | -17.3% |
| YTD | -34.0% | -1.2% | -32.8% | -35.8% |
| 1Y | -35.6% | -12.5% | -23.1% | -34.8% |
| All | -35.6% | -18.5% | -17.1% | -34.8% |
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