+36.9%
FSLR vs CPB
-36.0%
+72.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +2.6% |
| 7D | +15.3% | +8.0% | +7.3% | +16.1% |
| 30D | +11.7% | +22.4% | -10.7% | +13.9% |
| 3M | -17.6% | +2.5% | -20.1% | -17.3% |
| 6M | -7.7% | +12.2% | -20.0% | -6.5% |
| YTD | -23.0% | -12.8% | -10.2% | -23.6% |
| 1Y | -26.0% | -19.2% | -6.9% | -27.3% |
| 3Y | +36.9% | -35.6% | +72.4% | +33.9% |
| All | +36.9% | -36.0% | +72.8% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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