+74.0%
FDX vs CAVA
+28.6%
+45.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.3% | +1.3% |
| 7D | -3.9% | -12.4% | +8.6% | -2.4% |
| 30D | -3.3% | -11.2% | +7.9% | -2.2% |
| 3M | -2.0% | -33.8% | +31.8% | +2.3% |
| 6M | +8.0% | -32.5% | +40.6% | +12.2% |
| YTD | +35.0% | -8.0% | +43.0% | +34.4% |
| 1Y | +73.7% | -17.1% | +90.8% | +74.4% |
| 3Y | +61.6% | +37.8% | +23.8% | +52.8% |
| All | +74.0% | +28.6% | +45.4% | +65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling