+27.6%
CAVA vs FTI
+427.4%
-399.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.2% |
| 7D | -8.0% | -4.4% | -3.6% | -6.7% |
| 30D | -19.6% | +1.5% | -21.0% | -19.9% |
| 3M | -36.7% | +8.2% | -44.9% | -38.7% |
| 6M | -30.6% | +18.8% | -49.4% | -35.6% |
| YTD | -4.8% | +71.7% | -76.5% | -23.2% |
| 1Y | -13.1% | +90.0% | -103.2% | -33.0% |
| 3Y | +48.8% | +270.5% | -221.7% | -9.2% |
| All | +27.6% | +427.4% | -399.7% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 5y: compounded portfolio wealth divided by compounded FTI 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…
5y analysis · Full analysis span regression · 6 months rolling