+218.9%
CB vs FSLR
+424.2%
-205.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.8% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -3.1% | -13.7% | +10.6% | -2.3% |
| 3M | +9.0% | -35.1% | +44.0% | +11.7% |
| 6M | +2.9% | +3.6% | -0.8% | +1.7% |
| YTD | +10.1% | -21.7% | +31.8% | +10.9% |
| 1Y | +22.8% | +1.3% | +21.5% | +20.8% |
| 3Y | +73.8% | +9.7% | +64.1% | +64.4% |
| 5Y | +99.2% | +117.4% | -18.2% | +67.9% |
| All | +218.9% | +424.2% | -205.3% | +125.0% |
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