+27.6%
CAVA vs FDS
-34.6%
+62.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.8% |
| 7D | -8.0% | -14.0% | +6.0% | -4.6% |
| 30D | -19.6% | -6.2% | -13.3% | -18.2% |
| 3M | -36.7% | +10.2% | -46.8% | -38.4% |
| 6M | -30.6% | +27.4% | -58.0% | -36.3% |
| YTD | -4.8% | -9.3% | +4.5% | -2.3% |
| 1Y | -13.1% | -28.6% | +15.5% | -1.3% |
| 3Y | +48.8% | -36.8% | +85.6% | +78.8% |
| All | +27.6% | -34.6% | +62.2% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling