+53.4%
FERG vs CAVA
+28.6%
+24.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | -0.4% |
| 7D | -1.0% | -12.4% | +11.4% | +0.7% |
| 30D | -11.8% | -11.2% | -0.6% | -10.7% |
| 3M | -1.2% | -33.8% | +32.6% | +3.8% |
| 6M | -2.3% | -32.5% | +30.2% | +2.1% |
| YTD | +0.8% | -8.0% | +8.8% | 0.0% |
| 1Y | +0.5% | -17.1% | +17.6% | +0.8% |
| 3Y | +51.4% | +37.8% | +13.6% | +45.1% |
| All | +53.4% | +28.6% | +24.9% | +48.2% |
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