-13.1%
CAVA vs FANG
+52.7%
-65.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.4% |
| 7D | -8.0% | +2.9% | -10.9% | -7.4% |
| 30D | -19.6% | +2.6% | -22.2% | -19.0% |
| 3M | -36.7% | +7.6% | -44.3% | -35.2% |
| 6M | -30.6% | +17.3% | -47.9% | -28.9% |
| YTD | -4.8% | +38.7% | -43.5% | -3.4% |
| 1Y | -13.1% | +51.6% | -64.8% | -13.2% |
| All | -13.1% | +52.7% | -65.8% | -13.2% |
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