-49.3%
FLUT vs CAVA
+43.2%
-92.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | +3.8% | -1.5% | +5.4% | +4.1% |
| 30D | +6.3% | -3.7% | +9.9% | +6.9% |
| 3M | -4.0% | -18.3% | +14.3% | -1.4% |
| 6M | -10.3% | -23.5% | +13.2% | -7.2% |
| YTD | -53.2% | +2.5% | -55.6% | -54.1% |
| 1Y | -65.0% | -8.0% | -57.1% | -65.3% |
| 3Y | -43.9% | +53.5% | -97.4% | -46.3% |
| All | -49.3% | +43.2% | -92.5% | -50.7% |
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