+54.5%
FERG vs CAVA
+33.0%
+21.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | +0.3% |
| 7D | -2.6% | -8.0% | +5.5% | -1.5% |
| 30D | -8.9% | -19.6% | +10.7% | -6.4% |
| 3M | -2.0% | -36.7% | +34.6% | +3.6% |
| 6M | -3.2% | -30.6% | +27.4% | +0.8% |
| YTD | +1.5% | -4.8% | +6.3% | +0.3% |
| 1Y | +0.5% | -13.1% | +13.6% | +0.1% |
| 3Y | +50.4% | +48.8% | +1.6% | +43.1% |
| All | +54.5% | +33.0% | +21.5% | +48.6% |
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