-21.1%
FIS vs CAVA
+43.2%
-64.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -4.9% | -5.8% |
| 7D | -3.5% | -1.5% | -1.9% | -3.3% |
| 30D | -7.8% | -3.7% | -4.2% | -7.6% |
| 3M | +0.8% | -18.3% | +19.1% | +2.0% |
| 6M | -21.9% | -23.5% | +1.6% | -20.7% |
| YTD | -39.5% | +2.5% | -42.0% | -39.9% |
| 1Y | -41.0% | -8.0% | -33.0% | -41.2% |
| 3Y | -23.6% | +53.5% | -77.1% | -23.2% |
| All | -21.1% | +43.2% | -64.3% | -19.7% |
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