+90.7%
FAST vs CAVA
+44.7%
+46.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.2% | +0.9% |
| 7D | -0.4% | -9.2% | +8.9% | +0.4% |
| 30D | -0.8% | -8.2% | +7.4% | -0.3% |
| 3M | +5.8% | -15.3% | +21.1% | +6.7% |
| 6M | +8.0% | -23.6% | +31.6% | +9.7% |
| YTD | +25.6% | +3.5% | +22.1% | +23.6% |
| 1Y | +0.8% | -7.9% | +8.7% | -0.2% |
| 3Y | +86.1% | +38.7% | +47.4% | +76.6% |
| All | +90.7% | +44.7% | +46.0% | +80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling