-22.7%
FIS vs CAVA
+33.0%
-55.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.1% |
| 7D | -7.9% | -8.0% | +0.1% | -7.4% |
| 30D | -8.0% | -19.6% | +11.6% | -6.6% |
| 3M | +0.6% | -36.7% | +37.3% | +3.7% |
| 6M | -22.2% | -30.6% | +8.4% | -20.5% |
| YTD | -40.8% | -4.8% | -36.0% | -40.9% |
| 1Y | -41.5% | -13.1% | -28.4% | -41.4% |
| 3Y | -25.5% | +48.8% | -74.3% | -24.5% |
| All | -22.7% | +33.0% | -55.8% | -21.0% |
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 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