+84.6%
FCX vs CAVA
+37.2%
+47.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.4% | -2.1% | -5.8% |
| 7D | -1.9% | -12.4% | +10.6% | +0.5% |
| 30D | +3.4% | -11.2% | +14.6% | +5.3% |
| 3M | +15.0% | -33.8% | +48.8% | +22.9% |
| 6M | +14.6% | -32.5% | +47.2% | +21.7% |
| YTD | +41.2% | -8.0% | +49.2% | +40.0% |
| 1Y | +60.4% | -17.1% | +77.5% | +61.4% |
| All | +84.6% | +37.2% | +47.4% | +70.0% |
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