+143.6%
AMAT vs CAVA
+40.8%
+102.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.7% | +4.5% |
| 7D | -14.7% | +0.7% | -15.4% | -14.9% |
| 30D | -36.1% | +13.6% | -49.7% | -38.1% |
| 3M | -36.9% | -4.9% | -31.9% | -36.8% |
| 6M | -22.2% | -33.9% | +11.7% | -16.0% |
| YTD | +29.9% | +0.8% | +29.1% | +25.9% |
| 1Y | +43.3% | +27.0% | +16.3% | +31.2% |
| 3Y | +142.7% | +73.1% | +69.6% | +121.5% |
| All | +143.6% | +40.8% | +102.8% | +126.7% |
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