+43.8%
CAVA vs FCEL
-63.4%
+107.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.9% | +1.5% | -4.1% |
| 7D | -12.4% | +6.3% | -18.7% | -12.8% |
| 30D | -11.2% | -18.8% | +7.6% | -10.3% |
| 3M | -33.8% | -3.8% | -30.0% | -35.0% |
| 6M | -32.5% | +121.1% | -153.7% | -39.9% |
| YTD | -8.0% | +113.3% | -121.3% | -18.5% |
| 1Y | -17.1% | +173.5% | -190.6% | -28.9% |
| All | +43.8% | -63.4% | +107.2% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling