+87.6%
FAST vs CAVA
+34.5%
+53.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.0% | +4.8% | -0.7% |
| 7D | +1.8% | -8.5% | +10.3% | +2.5% |
| 30D | -6.4% | -8.2% | +1.8% | -6.0% |
| 3M | +5.3% | -25.9% | +31.2% | +7.4% |
| 6M | +5.4% | -30.9% | +36.3% | +7.9% |
| YTD | +23.6% | -3.7% | +27.3% | +22.2% |
| 1Y | +4.1% | -13.4% | +17.5% | +3.5% |
| 3Y | +92.4% | +44.2% | +48.1% | +82.2% |
| All | +87.6% | +34.5% | +53.0% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 10y: compounded portfolio wealth divided by compounded CAVA 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…
10y analysis · Full analysis span regression · 6 months rolling