+103.2%
CB vs FSLR
+70.5%
+32.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -1.8% |
| 7D | +0.2% | +15.3% | -15.1% | +0.2% |
| 30D | +9.1% | +11.7% | -2.6% | +9.0% |
| 3M | +3.4% | -17.6% | +21.0% | +3.5% |
| 6M | +14.1% | -7.7% | +21.8% | +13.8% |
| YTD | +18.0% | -23.0% | +41.0% | +18.0% |
| 1Y | +30.1% | -26.0% | +56.2% | +30.2% |
| 3Y | +71.8% | +36.9% | +34.9% | +66.2% |
| All | +103.2% | +70.5% | +32.7% | +92.9% |
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