+23.3%
CAVA vs FCUV
-99.2%
+122.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.4% |
| 7D | -12.4% | -72.0% | +59.5% | -12.5% |
| 30D | -11.2% | -8.0% | -3.2% | -11.2% |
| 3M | -33.8% | +66.3% | -100.1% | -33.4% |
| 6M | -32.5% | -75.3% | +42.8% | -31.1% |
| YTD | -8.0% | -83.0% | +75.0% | -5.9% |
| 1Y | -17.1% | -94.7% | +77.5% | -14.7% |
| 3Y | +37.8% | -99.3% | +137.1% | +48.5% |
| All | +23.3% | -99.2% | +122.5% | +27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling