Stock and ETF performance explorer

FSLR vs CAVA

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1mo.

Portfolio and benchmark returns by period
Period	Portfolio	CAVA	Excess	Alpha
1D	-1.4%	-1.5%	0.0%	N/A
7D	0.0%	-9.2%	+9.2%	N/A
All	-14.6%	-2.0%	-12.6%	N/A

Daily percentage return beside CAVA.

Portfolio return minus CAVA return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1mo: compounded portfolio wealth divided by compounded CAVA wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.