+900.9%
FIX vs CAVA
+44.7%
+856.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.3% |
| 7D | +6.0% | -9.2% | +15.3% | +8.6% |
| 30D | -7.2% | -8.2% | +0.9% | -5.7% |
| 3M | -15.9% | -15.3% | -0.5% | -13.5% |
| 6M | +12.7% | -23.6% | +36.3% | +18.5% |
| YTD | +72.8% | +3.5% | +69.3% | +63.0% |
| 1Y | +122.9% | -7.9% | +130.8% | +116.1% |
| 3Y | +774.3% | +38.7% | +735.7% | +720.7% |
| All | +900.9% | +44.7% | +856.2% | +838.8% |
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