+726.4%
FSLR vs CBRE
+365.2%
+361.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | 0.0% | -2.0% | +2.0% | +0.7% |
| 30D | -13.7% | -2.2% | -11.5% | -13.1% |
| 3M | -35.1% | +12.9% | -48.0% | -38.2% |
| 6M | +3.6% | +4.3% | -0.7% | +0.9% |
| YTD | -21.7% | -8.0% | -13.7% | -21.0% |
| 1Y | +1.3% | -8.6% | +9.8% | +2.2% |
| 3Y | +9.7% | +71.9% | -62.2% | -13.1% |
| 5Y | +117.4% | +50.0% | +67.4% | +77.3% |
| 10Y | +435.5% | +390.1% | +45.4% | +173.4% |
| All | +726.4% | +365.2% | +361.2% | +218.8% |
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