+251.7%
CB vs FSLR
+429.3%
-177.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +2.9% | -14.8% | +17.7% | +3.9% |
| 30D | +7.3% | -4.3% | +11.6% | +7.5% |
| 3M | +9.4% | -23.4% | +32.8% | +11.0% |
| 6M | +19.6% | -26.9% | +46.6% | +21.1% |
| YTD | +21.5% | -34.4% | +55.9% | +23.5% |
| 1Y | +28.0% | -33.2% | +61.2% | +29.8% |
| 3Y | +74.9% | +28.1% | +46.8% | +61.0% |
| 5Y | +108.1% | +54.5% | +53.6% | +81.0% |
| All | +251.7% | +429.3% | -177.7% | +149.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 10y: compounded portfolio wealth divided by compounded FSLR 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…
10y analysis · Full analysis span regression · 6 months rolling