-59.3%
FISV vs CAVA
+28.6%
-87.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +1.1% |
| 7D | -7.2% | -12.4% | +5.2% | -5.6% |
| 30D | -7.2% | -11.2% | +4.0% | -5.9% |
| 3M | -8.2% | -33.8% | +25.6% | -3.6% |
| 6M | -17.7% | -32.5% | +14.8% | -14.1% |
| YTD | -27.2% | -8.0% | -19.2% | -27.4% |
| 1Y | -63.0% | -17.1% | -45.8% | -62.7% |
| 3Y | -59.8% | +37.8% | -97.6% | -62.4% |
| All | -59.3% | +28.6% | -87.9% | -61.5% |
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 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