+27.2%
CB vs FSLR
-35.7%
+62.9%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.6% | +0.1% |
| 7D | 0.0% | -12.0% | +12.0% | -0.9% |
| 30D | +7.4% | -7.7% | +15.1% | +6.8% |
| 3M | +8.6% | -24.0% | +32.6% | +6.4% |
| 6M | +16.1% | -24.4% | +40.6% | +13.0% |
| YTD | +20.2% | -34.0% | +54.2% | +17.4% |
| 1Y | +27.2% | -35.6% | +62.8% | +24.1% |
| All | +27.2% | -35.7% | +62.9% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling