+48.8%
CAVA vs FIVN
-55.2%
+104.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.2% |
| 7D | -8.0% | -7.8% | -0.2% | -6.7% |
| 30D | -19.6% | -1.7% | -17.8% | -19.4% |
| 3M | -36.7% | +47.2% | -83.9% | -41.9% |
| 6M | -30.6% | +82.7% | -113.3% | -41.0% |
| YTD | -4.8% | +52.9% | -57.7% | -16.1% |
| 1Y | -13.1% | +17.5% | -30.6% | -18.5% |
| 3Y | +48.8% | -55.8% | +104.6% | +57.5% |
| All | +48.8% | -55.2% | +104.0% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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