-23.6%
FPS vs CAVA
-12.7%
-10.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -4.1% | -5.8% | -8.8% |
| 7D | +21.6% | -4.4% | +26.1% | +23.2% |
| 30D | -38.8% | +8.2% | -47.0% | -40.0% |
| 3M | -42.1% | -17.4% | -24.7% | -39.5% |
| 6M | -48.5% | -25.7% | -22.8% | -45.1% |
| All | -23.6% | -12.7% | -10.9% | -20.9% |
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