+33.0%
CAVA vs FFIV
+108.6%
-75.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +2.5% |
| 7D | -1.6% | -0.5% | -1.0% | -1.4% |
| 30D | +12.9% | -32.4% | +45.3% | +27.2% |
| 3M | -19.3% | -25.7% | +6.4% | -13.7% |
| 6M | -19.5% | -13.5% | -6.0% | -21.6% |
| YTD | -0.8% | +21.1% | -21.9% | -21.9% |
| 1Y | +20.8% | +29.4% | -8.6% | -8.9% |
| 3Y | +85.7% | +94.9% | -9.2% | +18.9% |
| All | +33.0% | +108.6% | -75.6% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling