+36.9%
FSLR vs CBRE
+79.1%
-42.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.4% | +2.9% |
| 7D | +15.3% | +5.2% | +10.2% | +13.7% |
| 30D | +11.7% | +6.2% | +5.4% | +9.6% |
| 3M | -17.6% | -8.1% | -9.5% | -15.8% |
| 6M | -7.7% | -6.6% | -1.1% | -6.4% |
| YTD | -23.0% | -15.7% | -7.3% | -20.2% |
| 1Y | -26.0% | -9.7% | -16.4% | -25.5% |
| 3Y | +36.9% | +80.4% | -43.5% | -21.5% |
| All | +36.9% | +79.1% | -42.2% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling