+35.1%
CAVA vs FICO
-11.0%
+46.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +0.7% | -0.9% | +1.6% | +0.9% |
| 30D | +13.6% | +3.3% | +10.3% | +12.1% |
| 3M | -4.9% | -31.7% | +26.8% | +3.5% |
| 6M | -33.9% | -34.0% | +0.1% | -29.3% |
| YTD | +0.8% | -58.3% | +59.1% | +27.2% |
| 1Y | +27.0% | -57.9% | +84.9% | +59.4% |
| 3Y | +73.1% | -24.1% | +97.1% | +47.4% |
| All | +35.1% | -11.0% | +46.1% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling