+27.6%
CAVA vs FCEL
-79.1%
+106.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.4% |
| 7D | -8.0% | +6.3% | -14.3% | -8.5% |
| 30D | -19.6% | -26.7% | +7.1% | -18.2% |
| 3M | -36.7% | -10.2% | -26.5% | -37.7% |
| 6M | -30.6% | +123.5% | -154.1% | -38.9% |
| YTD | -4.8% | +117.4% | -122.2% | -16.6% |
| 1Y | -13.1% | +146.0% | -159.1% | -25.8% |
| 3Y | +48.8% | -61.9% | +110.7% | +54.6% |
| All | +27.6% | -79.1% | +106.8% | +58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling