+23.3%
CAVA vs FIVE
+26.0%
-2.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -2.1% | -3.7% |
| 7D | -12.4% | +0.6% | -13.0% | -12.6% |
| 30D | -11.2% | +3.0% | -14.2% | -12.1% |
| 3M | -33.8% | +23.2% | -57.0% | -38.2% |
| 6M | -32.5% | +9.2% | -41.7% | -35.2% |
| YTD | -8.0% | +28.1% | -36.1% | -16.0% |
| 1Y | -17.1% | +65.3% | -82.4% | -30.2% |
| 3Y | +37.8% | +49.4% | -11.6% | +11.7% |
| All | +23.3% | +26.0% | -2.7% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling