+53.5%
CAVA vs FIVE
+59.0%
-5.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.2% |
| 7D | -1.5% | +3.7% | -5.2% | -2.7% |
| 30D | -3.7% | +4.0% | -7.6% | -4.9% |
| 3M | -18.3% | +36.2% | -54.5% | -25.7% |
| 6M | -23.5% | +18.0% | -41.5% | -28.1% |
| YTD | +2.5% | +34.9% | -32.4% | -7.4% |
| 1Y | -8.0% | +67.9% | -75.9% | -22.2% |
| 3Y | +53.5% | +57.3% | -3.8% | +22.1% |
| All | +53.5% | +59.0% | -5.5% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling