-25.6%
FIS vs CAVA
+37.2%
-62.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.4% | +5.6% | +1.6% |
| 7D | -8.9% | -12.4% | +3.5% | -7.8% |
| 30D | -9.9% | -11.2% | +1.3% | -9.0% |
| 3M | 0.0% | -33.8% | +33.8% | +3.5% |
| 6M | -22.9% | -32.5% | +9.6% | -20.5% |
| YTD | -40.9% | -8.0% | -32.9% | -40.9% |
| 1Y | -40.4% | -17.1% | -23.3% | -40.2% |
| All | -25.6% | +37.2% | -62.8% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling