+29.1%
CAVA vs FICO
+24.2%
+4.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.3% | -11.4% | -7.8% |
| 7D | -8.5% | -10.6% | +2.0% | -5.8% |
| 30D | -8.2% | -6.3% | -1.9% | -6.9% |
| 3M | -25.9% | -19.7% | -6.2% | -22.3% |
| 6M | -30.9% | -31.8% | +0.9% | -23.7% |
| YTD | -3.7% | -41.8% | +38.1% | +12.6% |
| 1Y | -13.4% | -36.4% | +23.0% | -5.0% |
| 3Y | +44.2% | +9.3% | +35.0% | +10.0% |
| All | +29.1% | +24.2% | +4.9% | -6.3% |
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