+27.4%
AMAT vs CAVA
-21.0%
+48.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.6% |
| 7D | -1.5% | -9.2% | +7.7% | +0.3% |
| 30D | -14.8% | -8.2% | -6.6% | -14.1% |
| 3M | -9.3% | -15.3% | +6.0% | -6.8% |
| 6M | +27.4% | -23.6% | +51.0% | +33.6% |
| All | +27.4% | -21.0% | +48.4% | +33.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling