+19.9%
CAVA vs FN
-25.7%
+45.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.0% | +8.7% | +3.1% |
| 7D | +14.2% | -7.0% | +21.2% | +14.7% |
| 30D | +14.6% | -24.7% | +39.3% | +16.9% |
| 3M | -2.3% | -35.7% | +33.4% | +0.8% |
| 6M | -30.5% | -52.4% | +21.9% | -26.3% |
| YTD | +5.6% | -25.0% | +30.6% | +4.8% |
| 1Y | +19.9% | -25.7% | +45.5% | +17.6% |
| All | +19.9% | -25.7% | +45.6% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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