+33.0%
CAVA vs FDS
-16.2%
+49.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | -1.6% | +1.5% | -3.0% | -1.9% |
| 30D | +12.9% | +14.8% | -2.0% | +9.2% |
| 3M | -19.3% | +16.3% | -35.6% | -22.3% |
| 6M | -19.5% | +66.2% | -85.7% | -30.4% |
| YTD | -0.8% | +16.2% | -17.0% | -4.3% |
| 1Y | +20.8% | +21.8% | -1.0% | +13.6% |
| 3Y | +85.7% | -23.9% | +109.6% | +115.4% |
| All | +33.0% | -16.2% | +49.2% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling