+48.2%
CAVA vs FN
+166.1%
-117.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.6% | -2.1% |
| 7D | -9.2% | -1.7% | -7.6% | -8.9% |
| 30D | -8.2% | -22.0% | +13.8% | -3.8% |
| 3M | -15.3% | -43.0% | +27.7% | -6.0% |
| 6M | -23.6% | -27.7% | +4.2% | -22.3% |
| YTD | +3.5% | -10.5% | +14.0% | -2.0% |
| 1Y | -7.9% | +12.5% | -20.4% | -20.1% |
| All | +48.2% | +166.1% | -117.9% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling