+27.6%
CAVA vs FTV
+5.6%
+22.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.2% |
| 7D | -8.0% | -4.0% | -4.1% | -5.2% |
| 30D | -19.6% | -11.0% | -8.5% | -12.3% |
| 3M | -36.7% | -8.4% | -28.3% | -33.0% |
| 6M | -30.6% | -2.6% | -28.0% | -30.7% |
| YTD | -4.8% | -0.6% | -4.2% | -6.8% |
| 1Y | -13.1% | +11.0% | -24.1% | -22.8% |
| 3Y | +48.8% | -6.3% | +55.1% | +57.7% |
| All | +27.6% | +5.6% | +22.1% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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