+0.7%
FPS vs CAVA
-17.8%
+18.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.4% | -1.3% | -4.6% |
| 7D | -4.6% | -12.4% | +7.9% | -1.2% |
| 30D | -22.6% | -11.2% | -11.4% | -20.3% |
| 3M | -45.1% | -33.8% | -11.3% | -39.2% |
| 6M | -17.8% | -32.5% | +14.7% | -9.2% |
| All | +0.7% | -17.8% | +18.5% | +6.4% |
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