+50.5%
CAVA vs FE
+46.9%
+3.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -6.0% |
| 7D | -8.5% | -0.2% | -8.4% | -8.5% |
| 30D | -8.2% | -1.2% | -7.1% | -8.2% |
| 3M | -25.9% | +1.7% | -27.6% | -26.1% |
| 6M | -30.9% | -7.5% | -23.4% | -30.9% |
| YTD | -3.7% | +6.3% | -10.0% | -4.3% |
| 1Y | -13.4% | +10.9% | -24.3% | -14.6% |
| All | +50.5% | +46.9% | +3.6% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling