+13.2%
FSLR vs CAVA
+43.5%
-30.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -6.0% | +1.3% | -4.2% |
| 7D | +0.2% | -8.5% | +8.8% | +1.1% |
| 30D | -15.1% | -8.2% | -6.9% | -14.6% |
| 3M | -22.5% | -25.9% | +3.4% | -20.6% |
| 6M | +4.0% | -30.9% | +34.9% | +6.9% |
| YTD | -22.3% | -3.7% | -18.5% | -24.7% |
| 1Y | 0.0% | -13.4% | +13.5% | -1.8% |
| All | +13.2% | +43.5% | -30.3% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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