+98.1%
FAST vs CAVA
+98.4%
-0.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.4% | -2.4% | +2.6% |
| 7D | +3.8% | +0.5% | +3.4% | +3.8% |
| 30D | +8.1% | +16.2% | -8.2% | +6.7% |
| 3M | +5.8% | -0.1% | +5.9% | +5.5% |
| 6M | +24.9% | -21.5% | +46.3% | +26.6% |
| YTD | +38.9% | +6.2% | +32.7% | +36.0% |
| 1Y | +36.5% | +28.2% | +8.3% | +31.0% |
| 3Y | +98.1% | +97.7% | +0.4% | +85.6% |
| All | +98.1% | +98.4% | -0.2% | +85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling