+36.6%
CAVA vs FICO
-7.9%
+44.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | -3.5% | +4.0% | -7.5% | -4.5% |
| 30D | +13.8% | -1.5% | +15.3% | +14.0% |
| 3M | -1.7% | -29.8% | +28.1% | +6.3% |
| 6M | -25.2% | -33.3% | +8.0% | -19.8% |
| YTD | +1.9% | -56.9% | +58.8% | +27.4% |
| 1Y | +21.4% | -59.5% | +80.9% | +55.6% |
| 3Y | +92.5% | -26.9% | +119.3% | +70.7% |
| All | +36.6% | -7.9% | +44.5% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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