+25.2%
CVNA vs FCEL
+32.6%
-7.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -6.0% | +14.8% | +9.0% |
| 7D | +31.3% | -14.9% | +46.2% | +31.9% |
| 30D | +21.7% | -41.7% | +63.4% | +23.5% |
| 3M | +14.0% | -53.2% | +67.2% | +16.1% |
| 6M | +3.0% | -19.0% | +22.0% | -1.0% |
| YTD | -8.1% | +44.2% | -52.3% | -20.6% |
| 1Y | +25.2% | +42.4% | -17.3% | +8.6% |
| All | +25.2% | +32.6% | -7.4% | +8.6% |
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