+27.6%
CAVA vs FFIV
+177.8%
-150.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.3% | +0.2% | +1.9% |
| 7D | -8.0% | +5.4% | -13.5% | -10.4% |
| 30D | -19.6% | -2.7% | -16.9% | -18.8% |
| 3M | -36.7% | +4.5% | -41.2% | -38.8% |
| 6M | -30.6% | +42.2% | -72.8% | -44.5% |
| YTD | -4.8% | +61.3% | -66.1% | -29.8% |
| 1Y | -13.1% | +23.0% | -36.2% | -25.1% |
| 3Y | +48.8% | +156.3% | -107.5% | -9.5% |
| All | +27.6% | +177.8% | -150.2% | -23.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling