+23.3%
CAVA vs FE
+36.2%
-12.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.5% |
| 7D | -12.4% | -1.7% | -10.8% | -12.3% |
| 30D | -11.2% | -1.3% | -9.9% | -11.1% |
| 3M | -33.8% | +0.6% | -34.4% | -33.9% |
| 6M | -32.5% | -6.8% | -25.7% | -32.2% |
| YTD | -8.0% | +6.4% | -14.4% | -8.9% |
| 1Y | -17.1% | +11.3% | -28.4% | -18.8% |
| 3Y | +37.8% | +47.1% | -9.2% | +27.7% |
| All | +23.3% | +36.2% | -12.9% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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