+39.3%
AA vs CAVA
+28.6%
+10.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.4% | -0.3% | -3.9% |
| 7D | -5.4% | -12.4% | +7.1% | -3.0% |
| 30D | -10.7% | -11.2% | +0.5% | -9.2% |
| 3M | -26.2% | -33.8% | +7.6% | -20.7% |
| 6M | -20.9% | -32.5% | +11.6% | -16.2% |
| YTD | -8.6% | -8.0% | -0.6% | -10.7% |
| 1Y | +57.4% | -17.1% | +74.5% | +56.4% |
| 3Y | +77.8% | +37.8% | +40.0% | +72.2% |
| All | +39.3% | +28.6% | +10.7% | +37.3% |
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