+36.4%
FSLR vs CORZ
+225.9%
-189.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.4% | -1.3% | -4.3% |
| 7D | +0.2% | +7.6% | -7.4% | -0.8% |
| 30D | -15.1% | -6.9% | -8.2% | -14.4% |
| 3M | -22.5% | -33.0% | +10.5% | -18.7% |
| 6M | +4.0% | +19.3% | -15.4% | +1.2% |
| YTD | -22.3% | +24.2% | -46.5% | -25.2% |
| 1Y | 0.0% | +24.5% | -24.5% | -3.7% |
| All | +36.4% | +225.9% | -189.5% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling