+19.9%
CAVA vs FIVE
+63.3%
-43.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.7% | -3.9% | 0.0% |
| 7D | +14.2% | +7.5% | +6.8% | +10.9% |
| 30D | +14.6% | +16.7% | -2.1% | +7.6% |
| 3M | -2.3% | +13.4% | -15.7% | -7.1% |
| 6M | -30.5% | +9.0% | -39.6% | -33.8% |
| YTD | +5.6% | +33.8% | -28.2% | -11.1% |
| 1Y | +19.9% | +61.2% | -41.3% | -14.5% |
| All | +19.9% | +63.3% | -43.4% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling