-23.6%
FSLR vs CORZ
-35.0%
+11.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +11.0% | -12.6% | -3.7% |
| 7D | -8.4% | +14.2% | -22.6% | -11.1% |
| 30D | -0.9% | -3.0% | +2.1% | -0.8% |
| 3M | -26.1% | -26.3% | +0.2% | -20.5% |
| 6M | -23.6% | -36.5% | +12.9% | -15.3% |
| All | -23.6% | -35.0% | +11.3% | -15.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling