+464.3%
FLEX vs CAVA
+43.5%
+420.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.0% | +4.6% | -0.2% |
| 7D | +6.4% | -8.5% | +14.9% | +8.3% |
| 30D | -5.9% | -8.2% | +2.4% | -4.7% |
| 3M | -23.5% | -25.9% | +2.5% | -19.6% |
| 6M | +83.7% | -30.9% | +114.7% | +94.8% |
| YTD | +86.5% | -3.7% | +90.2% | +79.4% |
| 1Y | +100.5% | -13.4% | +113.9% | +97.1% |
| All | +464.3% | +43.5% | +420.7% | +480.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling