-80.8%
FIG vs CAVA
-40.0%
-40.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +1.5% |
| 7D | -12.2% | -12.4% | +0.2% | -9.8% |
| 30D | -11.0% | -11.2% | +0.2% | -9.3% |
| 3M | +11.9% | -33.8% | +45.7% | +20.8% |
| 6M | -21.9% | -32.5% | +10.6% | -17.2% |
| YTD | -40.8% | -8.0% | -32.8% | -42.3% |
| 1Y | -56.6% | -17.1% | -39.5% | -57.7% |
| All | -80.8% | -40.0% | -40.8% | -82.0% |
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