+27.9%
FXI vs CAVA
+33.0%
-5.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | +0.3% |
| 7D | -3.9% | -8.0% | +4.2% | -3.5% |
| 30D | -2.1% | -19.6% | +17.5% | -1.2% |
| 3M | -0.5% | -36.7% | +36.2% | +1.5% |
| 6M | -4.5% | -30.6% | +26.0% | -3.2% |
| YTD | -9.2% | -4.8% | -4.5% | -9.6% |
| 1Y | -13.8% | -13.1% | -0.7% | -13.9% |
| 3Y | +36.6% | +48.8% | -12.2% | +25.0% |
| All | +27.9% | +33.0% | -5.1% | +19.1% |
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