+27.6%
CAVA vs FCUV
-99.1%
+126.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.3% | +0.2% | +3.5% |
| 7D | -8.0% | -66.5% | +58.4% | -8.1% |
| 30D | -19.6% | +5.0% | -24.5% | -19.5% |
| 3M | -36.7% | +63.8% | -100.5% | -36.3% |
| 6M | -30.6% | -67.8% | +37.2% | -29.3% |
| YTD | -4.8% | -82.4% | +77.6% | -2.7% |
| 1Y | -13.1% | -94.7% | +81.6% | -10.5% |
| 3Y | +48.8% | -99.3% | +148.0% | +61.2% |
| All | +27.6% | -99.1% | +126.8% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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