+6.0%
FSLR vs CAVA
+44.7%
-38.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -1.3% |
| 7D | 0.0% | -9.2% | +9.2% | +0.8% |
| 30D | -13.7% | -8.2% | -5.5% | -13.1% |
| 3M | -35.1% | -15.3% | -19.8% | -34.4% |
| 6M | +3.6% | -23.6% | +27.2% | +5.5% |
| YTD | -21.7% | +3.5% | -25.3% | -24.5% |
| 1Y | +1.3% | -7.9% | +9.2% | -0.9% |
| 3Y | +9.7% | +38.7% | -29.0% | -1.9% |
| All | +6.0% | +44.7% | -38.7% | -4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling