+3,259.9%
CVNA vs FCEL
-96.0%
+3,356.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.3% |
| 7D | +0.7% | -15.8% | +16.6% | +3.0% |
| 30D | +7.4% | -29.3% | +36.6% | +12.0% |
| 3M | +12.7% | -30.1% | +42.8% | +12.2% |
| 6M | +17.9% | +74.4% | -56.5% | -3.3% |
| YTD | -11.6% | +104.5% | -116.1% | -30.3% |
| 1Y | +0.8% | +281.4% | -280.6% | -30.6% |
| 3Y | +633.4% | -66.1% | +699.5% | +564.9% |
| 5Y | +13.5% | -91.9% | +105.3% | +29.4% |
| All | +3,259.9% | -96.0% | +3,356.0% | +4,147.2% |
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 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