+43.8%
CAVA vs FDS
-36.6%
+80.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.8% | +1.4% | -3.0% |
| 7D | -12.4% | -16.0% | +3.5% | -8.7% |
| 30D | -11.2% | -6.7% | -4.5% | -9.7% |
| 3M | -33.8% | +6.0% | -39.7% | -35.0% |
| 6M | -32.5% | +25.1% | -57.6% | -37.6% |
| YTD | -8.0% | -8.1% | +0.1% | -5.8% |
| 1Y | -17.1% | -26.0% | +8.9% | -7.0% |
| All | +43.8% | -36.6% | +80.4% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling