+23.3%
CAVA vs FGI
-6.5%
+29.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +9.4% | -13.9% | -4.6% |
| 7D | -12.4% | +22.8% | -35.2% | -12.7% |
| 30D | -11.2% | +85.9% | -97.1% | -12.7% |
| 3M | -33.8% | +32.4% | -66.2% | -34.8% |
| 6M | -32.5% | +106.3% | -138.9% | -33.7% |
| YTD | -8.0% | +48.4% | -56.4% | -9.5% |
| 1Y | -17.1% | +116.4% | -133.5% | -18.1% |
| 3Y | +37.8% | +9.2% | +28.7% | +39.0% |
| All | +23.3% | -6.5% | +29.9% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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