+29.1%
CAVA vs FTI
+437.5%
-408.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.9% |
| 7D | -8.5% | -2.3% | -6.2% | -7.9% |
| 30D | -8.2% | +5.0% | -13.3% | -9.7% |
| 3M | -25.9% | +13.8% | -39.8% | -29.5% |
| 6M | -30.9% | +22.9% | -53.8% | -36.7% |
| YTD | -3.7% | +75.0% | -78.7% | -22.8% |
| 1Y | -13.4% | +96.9% | -110.3% | -34.1% |
| 3Y | +44.2% | +276.7% | -232.5% | -12.4% |
| All | +29.1% | +437.5% | -408.4% | -37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling