+131.9%
FITB vs CAVA
+33.0%
+98.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -2.9% | +0.1% |
| 7D | -0.3% | -8.0% | +7.8% | +0.8% |
| 30D | -5.7% | -19.6% | +13.9% | -3.0% |
| 3M | +3.2% | -36.7% | +39.8% | +9.2% |
| 6M | +23.4% | -30.6% | +54.0% | +28.4% |
| YTD | +18.8% | -4.8% | +23.6% | +17.5% |
| 1Y | +25.0% | -13.1% | +38.1% | +24.5% |
| 3Y | +131.2% | +48.8% | +82.4% | +113.5% |
| All | +131.9% | +33.0% | +98.8% | +118.0% |
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