+454.3%
FSLR vs CBRE
+378.3%
+76.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.8% | +8.1% | +5.8% |
| 7D | +6.8% | -1.5% | +8.3% | +7.3% |
| 30D | -14.7% | -4.0% | -10.7% | -13.5% |
| 3M | -22.6% | +8.0% | -30.6% | -25.6% |
| 6M | +12.7% | +4.0% | +8.7% | +9.3% |
| YTD | -18.4% | -11.5% | -6.8% | -16.3% |
| 1Y | +4.9% | -13.0% | +17.9% | +8.1% |
| 3Y | +16.4% | +66.9% | -50.5% | -12.3% |
| 5Y | +123.5% | +45.0% | +78.4% | +74.2% |
| 10Y | +454.3% | +385.0% | +69.3% | +147.1% |
| All | +454.3% | +378.3% | +76.0% | +147.1% |
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