+29.1%
CAVA vs FCEL
-78.3%
+107.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -6.7% | +0.7% | -5.6% |
| 7D | -8.5% | +15.1% | -23.6% | -9.5% |
| 30D | -8.2% | -16.4% | +8.2% | -7.4% |
| 3M | -25.9% | -5.3% | -20.7% | -27.4% |
| 6M | -30.9% | +124.5% | -155.5% | -39.1% |
| YTD | -3.7% | +126.7% | -130.4% | -15.9% |
| 1Y | -13.4% | +219.9% | -233.3% | -27.8% |
| 3Y | +44.2% | -61.6% | +105.9% | +51.0% |
| All | +29.1% | -78.3% | +107.3% | +59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling