+74.9%
CB vs FSLR
+29.6%
+45.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +2.9% | -14.8% | +17.7% | +2.5% |
| 30D | +7.3% | -4.3% | +11.6% | +7.2% |
| 3M | +9.4% | -23.4% | +32.8% | +8.6% |
| 6M | +19.6% | -26.9% | +46.6% | +18.6% |
| YTD | +21.5% | -34.4% | +55.9% | +20.4% |
| 1Y | +28.0% | -33.2% | +61.2% | +26.9% |
| 3Y | +74.9% | +28.1% | +46.8% | +76.1% |
| All | +74.9% | +29.6% | +45.2% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling