+286.1%
FLEX vs CAVA
+36.5%
+249.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.3% |
| 7D | +17.1% | -4.4% | +21.5% | +18.1% |
| 30D | -29.5% | +8.2% | -37.8% | -30.7% |
| 3M | -37.3% | -17.4% | -19.8% | -35.4% |
| 6M | -44.1% | -25.7% | -18.4% | -41.9% |
| YTD | +29.3% | -2.3% | +31.6% | +24.5% |
| 1Y | +24.2% | +17.6% | +6.5% | +14.1% |
| 3Y | +297.3% | +84.6% | +212.8% | +290.9% |
| All | +286.1% | +36.5% | +249.5% | +286.5% |
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