+7.4%
FSLR vs CAVA
+28.6%
-21.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.4% | +6.4% | +2.4% |
| 7D | -0.1% | -12.4% | +12.3% | +1.1% |
| 30D | -14.0% | -11.2% | -2.8% | -13.2% |
| 3M | -16.9% | -33.8% | +16.9% | -13.9% |
| 6M | +4.7% | -32.5% | +37.3% | +7.9% |
| YTD | -20.7% | -8.0% | -12.7% | -22.7% |
| 1Y | +1.7% | -17.1% | +18.8% | +0.4% |
| 3Y | +13.1% | +37.8% | -24.7% | +1.3% |
| All | +7.4% | +28.6% | -21.2% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling