+433.8%
FLEX vs CAVA
+28.6%
+405.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.4% | +0.3% | -3.3% |
| 7D | +0.1% | -12.4% | +12.5% | +2.6% |
| 30D | -11.8% | -11.2% | -0.6% | -10.2% |
| 3M | -22.6% | -33.8% | +11.2% | -17.1% |
| 6M | +77.3% | -32.5% | +109.8% | +87.7% |
| YTD | +78.8% | -8.0% | +86.8% | +74.7% |
| 1Y | +86.1% | -17.1% | +103.2% | +85.1% |
| 3Y | +446.2% | +37.8% | +408.4% | +451.4% |
| All | +433.8% | +28.6% | +405.2% | +442.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling