+98.5%
FCX vs CAVA
+34.5%
+63.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.5% | +0.5% |
| 7D | +3.1% | -8.5% | +11.7% | +4.6% |
| 30D | +8.1% | -8.2% | +16.3% | +9.4% |
| 3M | +18.9% | -25.9% | +44.9% | +24.2% |
| 6M | +26.6% | -30.9% | +57.5% | +33.4% |
| YTD | +51.2% | -3.7% | +54.9% | +48.9% |
| 1Y | +75.6% | -13.4% | +89.0% | +75.3% |
| 3Y | +101.7% | +44.2% | +57.5% | +84.6% |
| All | +98.5% | +34.5% | +63.9% | +83.8% |
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