-50.3%
FLUT vs CAVA
+28.6%
-78.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.8% | +0.1% |
| 7D | -3.6% | -12.4% | +8.9% | -1.5% |
| 30D | -0.3% | -11.2% | +10.9% | +1.5% |
| 3M | -12.6% | -33.8% | +21.2% | -7.1% |
| 6M | -8.0% | -32.5% | +24.5% | -2.8% |
| YTD | -54.1% | -8.0% | -46.1% | -54.3% |
| 1Y | -66.1% | -17.1% | -49.0% | -65.8% |
| 3Y | -45.0% | +37.8% | -82.9% | -46.4% |
| All | -50.3% | +28.6% | -78.9% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling