-7.9%
CAVA vs FCEL
+269.1%
-277.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.5% |
| 7D | -9.2% | -15.8% | +6.6% | -8.7% |
| 30D | -8.2% | -29.3% | +21.1% | -7.2% |
| 3M | -15.3% | -30.1% | +14.8% | -15.3% |
| 6M | -23.6% | +74.4% | -98.0% | -30.1% |
| YTD | +3.5% | +104.5% | -101.0% | -7.7% |
| 1Y | -7.9% | +281.4% | -289.3% | -23.1% |
| All | -7.9% | +269.1% | -277.0% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 1y: compounded portfolio wealth divided by compounded FCEL 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…
1y analysis · Full analysis span regression · 6 months rolling