+37.4%
CAVA vs FN
+223.8%
-186.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.5% |
| 7D | -1.5% | +3.5% | -5.1% | -2.3% |
| 30D | -3.7% | -26.0% | +22.3% | +2.0% |
| 3M | -18.3% | -33.3% | +14.9% | -12.7% |
| 6M | -23.5% | -14.9% | -8.5% | -25.2% |
| YTD | +2.5% | -8.6% | +11.0% | -2.9% |
| 1Y | -8.0% | +12.3% | -20.3% | -18.9% |
| 3Y | +53.5% | +174.4% | -120.9% | +3.2% |
| All | +37.4% | +223.8% | -186.4% | -6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling