+72.5%
FDX vs CAVA
+34.5%
+38.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.0% | +4.5% | -0.9% |
| 7D | -2.3% | -8.5% | +6.2% | -1.3% |
| 30D | -4.9% | -8.2% | +3.3% | -4.2% |
| 3M | -6.5% | -25.9% | +19.5% | -3.7% |
| 6M | +6.7% | -30.9% | +37.6% | +10.4% |
| YTD | +33.9% | -3.7% | +37.6% | +32.6% |
| 1Y | +72.2% | -13.4% | +85.6% | +72.1% |
| 3Y | +60.2% | +44.2% | +16.0% | +50.7% |
| All | +72.5% | +34.5% | +38.0% | +63.0% |
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 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