+37.3%
FSLR vs CORZ
+222.3%
-185.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | 0.0% | +8.4% | -8.4% | -1.2% |
| 30D | -13.7% | -17.8% | +4.2% | -11.4% |
| 3M | -35.1% | -35.9% | +0.8% | -31.4% |
| 6M | +3.6% | +12.9% | -9.3% | +1.5% |
| YTD | -21.7% | +22.9% | -44.6% | -24.6% |
| 1Y | +1.3% | +31.4% | -30.1% | -3.1% |
| All | +37.3% | +222.3% | -185.0% | +5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling