+19.9%
CAVA vs FCEL
+32.6%
-12.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.0% | +8.7% | +2.9% |
| 7D | +14.2% | -14.9% | +29.1% | +14.7% |
| 30D | +14.6% | -41.7% | +56.2% | +16.1% |
| 3M | -2.3% | -53.2% | +50.9% | -0.8% |
| 6M | -30.5% | -19.0% | -11.5% | -32.2% |
| YTD | +5.6% | +44.2% | -38.6% | -5.1% |
| 1Y | +19.9% | +42.4% | -22.5% | +6.7% |
| All | +19.9% | +32.6% | -12.7% | +6.7% |
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