+29.1%
CAVA vs FFIV
+173.0%
-144.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.9% | -9.9% | -7.8% |
| 7D | -8.5% | +3.5% | -12.0% | -10.1% |
| 30D | -8.2% | -1.3% | -6.9% | -8.0% |
| 3M | -25.9% | +2.4% | -28.3% | -27.8% |
| 6M | -30.9% | +41.8% | -72.7% | -44.9% |
| YTD | -3.7% | +58.5% | -62.2% | -28.5% |
| 1Y | -13.4% | +24.3% | -37.8% | -26.2% |
| 3Y | +44.2% | +152.0% | -107.8% | -11.6% |
| All | +29.1% | +173.0% | -144.0% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling