+19.1%
CAVA vs FANG
+32.1%
-13.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -3.7% |
| 7D | +1.4% | -13.0% | +14.4% | -2.4% |
| 30D | +14.0% | -2.9% | +16.9% | +13.1% |
| 3M | -9.3% | -3.0% | -6.3% | -9.6% |
| 6M | -33.6% | -11.9% | -21.6% | -35.0% |
| YTD | +2.2% | +21.5% | -19.2% | +6.7% |
| 1Y | +19.1% | +34.0% | -14.8% | +23.8% |
| All | +19.1% | +32.1% | -13.0% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling