+29.1%
CAVA vs FDS
-29.7%
+58.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.4% | -2.6% | -5.2% |
| 7D | -8.5% | -8.8% | +0.2% | -6.5% |
| 30D | -8.2% | -1.4% | -6.9% | -7.9% |
| 3M | -25.9% | +13.9% | -39.8% | -28.6% |
| 6M | -30.9% | +27.4% | -58.3% | -36.2% |
| YTD | -3.7% | -2.5% | -1.3% | -2.9% |
| 1Y | -13.4% | -23.8% | +10.4% | -3.1% |
| 3Y | +44.2% | -32.5% | +76.7% | +70.7% |
| All | +29.1% | -29.7% | +58.7% | +53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling