+27.6%
CAVA vs FHN
+145.4%
-117.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.8% |
| 7D | -8.0% | -1.2% | -6.8% | -7.4% |
| 30D | -19.6% | -4.8% | -14.8% | -17.2% |
| 3M | -36.7% | -0.7% | -36.0% | -36.4% |
| 6M | -30.6% | +10.6% | -41.2% | -34.7% |
| YTD | -4.8% | +4.6% | -9.4% | -7.4% |
| 1Y | -13.1% | +11.4% | -24.5% | -19.0% |
| 3Y | +48.8% | +132.3% | -83.5% | -10.1% |
| All | +27.6% | +145.4% | -117.7% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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