+131.0%
FITB vs CAVA
+43.2%
+87.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.5% |
| 7D | +2.8% | -1.5% | +4.4% | +3.0% |
| 30D | -4.5% | -3.7% | -0.9% | -4.3% |
| 3M | +5.7% | -18.3% | +24.0% | +7.8% |
| 6M | +17.1% | -23.5% | +40.6% | +20.3% |
| YTD | +18.3% | +2.5% | +15.9% | +15.9% |
| 1Y | +23.9% | -8.0% | +31.9% | +22.6% |
| 3Y | +131.1% | +53.5% | +77.6% | +112.1% |
| All | +131.0% | +43.2% | +87.8% | +115.1% |
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