+496.9%
FSLR vs CBRE
+421.6%
+75.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.0% | -6.7% | -5.5% |
| 7D | +5.3% | +1.0% | +4.2% | +4.7% |
| 30D | +7.8% | +5.6% | +2.1% | +5.1% |
| 3M | -23.4% | -6.8% | -16.6% | -21.6% |
| 6M | -12.9% | -5.6% | -7.3% | -12.1% |
| YTD | -26.7% | -14.1% | -12.6% | -24.1% |
| 1Y | -28.4% | -9.5% | -18.9% | -27.6% |
| 3Y | +44.6% | +91.8% | -47.2% | +1.9% |
| 5Y | +67.9% | +30.3% | +37.6% | +36.8% |
| 10Y | +496.9% | +406.9% | +90.1% | +161.1% |
| All | +496.9% | +421.6% | +75.3% | +161.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 10y: compounded portfolio wealth divided by compounded CBRE 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…
10y analysis · Full analysis span regression · 6 months rolling