+29.1%
CAVA vs FLR
+88.7%
-59.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.2% | -2.9% | -5.0% |
| 7D | -8.5% | -3.1% | -5.4% | -7.6% |
| 30D | -8.2% | +4.9% | -13.2% | -9.9% |
| 3M | -25.9% | +10.8% | -36.7% | -29.6% |
| 6M | -30.9% | +19.7% | -50.6% | -36.9% |
| YTD | -3.7% | +38.4% | -42.1% | -16.5% |
| 1Y | -13.4% | +34.7% | -48.1% | -24.7% |
| 3Y | +44.2% | +56.7% | -12.4% | +8.1% |
| All | +29.1% | +88.7% | -59.6% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 all: compounded portfolio wealth divided by compounded FLR 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…
all analysis · Full analysis span regression · 6 months rolling