+29.1%
CAVA vs FHN
+144.8%
-115.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.7% | -5.8% |
| 7D | -8.5% | 0.0% | -8.6% | -8.6% |
| 30D | -8.2% | -2.6% | -5.7% | -6.7% |
| 3M | -25.9% | 0.0% | -26.0% | -25.9% |
| 6M | -30.9% | +9.2% | -40.2% | -34.5% |
| YTD | -3.7% | +4.3% | -8.1% | -6.1% |
| 1Y | -13.4% | +10.8% | -24.2% | -19.0% |
| 3Y | +44.2% | +130.7% | -86.5% | -12.4% |
| All | +29.1% | +144.8% | -115.7% | -23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling