-70.5%
CBRS vs FSLR
-16.3%
-54.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.6% | -10.7% | -6.2% |
| 7D | -18.4% | +10.3% | -28.7% | -18.6% |
| 30D | -49.4% | +10.4% | -59.8% | -49.5% |
| 3M | -59.6% | -20.2% | -39.4% | -60.3% |
| All | -70.5% | -16.3% | -54.1% | -71.7% |
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 · Available span rolling