-7.9%
CAVA vs FFIV
+25.9%
-33.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.4% |
| 7D | -9.2% | -1.0% | -8.3% | -9.0% |
| 30D | -8.2% | -5.1% | -3.1% | -7.0% |
| 3M | -15.3% | -4.5% | -10.9% | -14.6% |
| 6M | -23.6% | +36.5% | -60.1% | -33.2% |
| YTD | +3.5% | +53.0% | -49.4% | -13.3% |
| 1Y | -7.9% | +24.2% | -32.1% | -19.9% |
| All | -7.9% | +25.9% | -33.8% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling