+42.4%
CAVA vs FN
+184.6%
-142.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +11.9% | -6.5% | +3.2% |
| 7D | +0.5% | +16.3% | -15.8% | -3.0% |
| 30D | +16.2% | -24.7% | +41.0% | +21.6% |
| 3M | -0.1% | -34.9% | +34.8% | +6.8% |
| 6M | -21.5% | -41.1% | +19.6% | -16.3% |
| YTD | +6.2% | -19.6% | +25.9% | +1.7% |
| 1Y | +28.2% | -18.5% | +46.7% | +21.1% |
| 3Y | +97.7% | +119.1% | -21.4% | +36.5% |
| All | +42.4% | +184.6% | -142.2% | -2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling