+101.0%
CB vs FSLR
+117.9%
-16.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.9% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -3.1% | -13.7% | +10.6% | -3.0% |
| 3M | +9.0% | -35.1% | +44.0% | +9.5% |
| 6M | +2.9% | +3.6% | -0.8% | +2.3% |
| YTD | +10.1% | -21.7% | +31.8% | +10.2% |
| 1Y | +22.8% | +1.3% | +21.5% | +21.9% |
| 3Y | +73.8% | +9.7% | +64.1% | +69.9% |
| All | +101.0% | +117.9% | -16.9% | +84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling