-49.3%
FLUT vs CAVA
+33.0%
-82.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +1.3% |
| 7D | +0.4% | -8.0% | +8.5% | +1.8% |
| 30D | +2.5% | -19.6% | +22.1% | +6.2% |
| 3M | -9.2% | -36.7% | +27.4% | -2.7% |
| 6M | -8.2% | -30.6% | +22.3% | -3.6% |
| YTD | -53.2% | -4.8% | -48.4% | -53.7% |
| 1Y | -65.6% | -13.1% | -52.5% | -65.6% |
| 3Y | -43.6% | +48.8% | -92.3% | -45.4% |
| All | -49.3% | +33.0% | -82.4% | -50.2% |
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