+713.0%
FSLR vs CBRE
+326.4%
+386.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.4% | +3.0% |
| 7D | +15.3% | +5.2% | +10.2% | +13.3% |
| 30D | +11.7% | +6.2% | +5.4% | +9.0% |
| 3M | -17.6% | -8.1% | -9.5% | -15.5% |
| 6M | -7.7% | -6.6% | -1.1% | -6.6% |
| YTD | -23.0% | -15.7% | -7.3% | -20.1% |
| 1Y | -26.0% | -9.7% | -16.4% | -25.2% |
| 3Y | +36.9% | +80.4% | -43.5% | +6.2% |
| 5Y | +72.9% | +27.0% | +45.9% | +49.3% |
| 10Y | +519.3% | +412.9% | +106.4% | +211.2% |
| All | +713.0% | +326.4% | +386.6% | +222.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling