+36.6%
CAVA vs FE
+38.4%
-1.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -3.5% | -0.4% | -3.1% | -3.5% |
| 30D | +13.8% | +3.6% | +10.2% | +13.4% |
| 3M | -1.7% | +0.3% | -2.0% | -1.7% |
| 6M | -25.2% | +6.4% | -31.7% | -25.8% |
| YTD | +1.9% | +8.1% | -6.2% | +0.7% |
| 1Y | +21.4% | +4.6% | +16.8% | +20.4% |
| 3Y | +92.5% | +49.1% | +43.4% | +74.5% |
| All | +36.6% | +38.4% | -1.8% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling