-1.5%
CAVA vs FRMI
-79.6%
+78.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.3% | -6.8% | -1.8% |
| 7D | -9.2% | +2.4% | -11.6% | -9.4% |
| 30D | -8.2% | -17.3% | +9.1% | -7.3% |
| 3M | -15.3% | -17.2% | +1.8% | -15.3% |
| 6M | -23.6% | -43.4% | +19.8% | -22.1% |
| YTD | +3.5% | -36.0% | +39.5% | +6.7% |
| All | -1.5% | -79.6% | +78.2% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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