+172.8%
AMAT vs CAVA
+43.8%
+129.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.7% | +1.2% |
| 7D | -2.5% | +0.1% | -2.6% | -2.4% |
| 30D | -26.5% | +12.6% | -39.1% | -28.6% |
| 3M | -28.6% | -1.9% | -26.6% | -28.9% |
| 6M | -14.2% | -23.9% | +9.7% | -10.3% |
| YTD | +45.5% | +2.9% | +42.6% | +40.4% |
| 1Y | +59.3% | +21.6% | +37.7% | +47.5% |
| 3Y | +153.1% | +94.4% | +58.7% | +127.9% |
| All | +172.8% | +43.8% | +129.0% | +152.8% |
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