+1,163.4%
CVNA vs FCEL
-68.7%
+1,232.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.6% | +7.7% | +2.6% |
| 7D | -1.6% | -2.8% | +1.2% | -1.4% |
| 30D | +24.9% | -31.6% | +56.5% | +28.4% |
| 3M | -1.8% | -52.4% | +50.6% | +3.2% |
| 6M | +3.5% | -51.4% | +54.9% | +4.2% |
| YTD | -14.3% | +32.4% | -46.7% | -26.3% |
| 1Y | +13.6% | +37.5% | -23.9% | -3.5% |
| 3Y | +1,163.4% | -69.3% | +1,232.7% | +1,123.6% |
| All | +1,163.4% | -68.7% | +1,232.1% | +1,123.6% |
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 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