+25.0%
FLEX vs CAVA
+19.2%
+5.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.8% | -15.1% | -12.5% |
| 7D | -17.0% | +14.2% | -31.2% | -17.7% |
| 30D | -33.8% | +14.6% | -48.4% | -34.5% |
| 3M | -39.0% | -2.3% | -36.7% | -39.2% |
| 6M | -15.9% | -30.5% | +14.6% | -14.2% |
| YTD | +27.8% | +5.6% | +22.2% | +25.5% |
| 1Y | +25.0% | +19.9% | +5.1% | +20.4% |
| All | +25.0% | +19.2% | +5.8% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling