+842.4%
CB vs FSLR
+721.0%
+121.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.1% |
| 7D | +0.2% | +15.3% | -15.1% | -1.2% |
| 30D | +9.1% | +11.7% | -2.6% | +7.8% |
| 3M | +3.4% | -17.6% | +21.0% | +5.1% |
| 6M | +14.1% | -7.7% | +21.8% | +13.8% |
| YTD | +18.0% | -23.0% | +41.0% | +19.3% |
| 1Y | +30.1% | -26.0% | +56.2% | +31.9% |
| 3Y | +71.8% | +36.9% | +34.9% | +55.6% |
| 5Y | +101.8% | +72.9% | +28.9% | +71.9% |
| 10Y | +252.1% | +519.3% | -267.1% | +140.4% |
| All | +842.4% | +721.0% | +121.4% | +534.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling