+49.2%
AA vs CAVA
+43.2%
+6.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.6% | +3.7% |
| 7D | +1.7% | -1.5% | +3.2% | +1.9% |
| 30D | +3.3% | -3.7% | +7.0% | +3.4% |
| 3M | -29.4% | -18.3% | -11.1% | -27.5% |
| 6M | -12.8% | -23.5% | +10.7% | -9.9% |
| YTD | -2.1% | +2.5% | -4.6% | -6.3% |
| 1Y | +62.8% | -8.0% | +70.7% | +58.5% |
| 3Y | +90.5% | +53.5% | +37.0% | +80.7% |
| All | +49.2% | +43.2% | +6.0% | +44.1% |
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 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