+85.0%
FCX vs CAVA
+33.0%
+52.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.8% |
| 7D | -2.3% | -8.0% | +5.7% | -0.9% |
| 30D | +2.7% | -19.6% | +22.2% | +6.4% |
| 3M | +7.4% | -36.7% | +44.1% | +15.3% |
| 6M | +16.0% | -30.6% | +46.6% | +22.2% |
| YTD | +40.9% | -4.8% | +45.7% | +39.1% |
| 1Y | +56.4% | -13.1% | +69.6% | +56.2% |
| 3Y | +84.2% | +48.8% | +35.4% | +68.2% |
| All | +85.0% | +33.0% | +52.0% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling