+3,065.8%
CVNA vs FCEL
-95.9%
+3,161.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.9% | +1.7% | -3.4% |
| 7D | -4.3% | +6.3% | -10.6% | -5.4% |
| 30D | -2.4% | -18.8% | +16.4% | -0.5% |
| 3M | +4.5% | -3.8% | +8.3% | -0.4% |
| 6M | +10.2% | +121.1% | -110.9% | -13.1% |
| YTD | -16.7% | +113.3% | -130.0% | -34.9% |
| 1Y | -3.8% | +173.5% | -177.3% | -29.8% |
| 3Y | +648.3% | -63.9% | +712.2% | +570.5% |
| 5Y | +6.6% | -90.7% | +97.3% | +19.6% |
| All | +3,065.8% | -95.9% | +3,161.6% | +3,866.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling