+315.5%
ARM vs CAVA
+57.0%
+258.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.0% | +7.1% | +3.1% |
| 7D | +12.5% | -8.5% | +21.1% | +15.8% |
| 30D | -1.4% | -8.2% | +6.9% | +0.8% |
| 3M | -18.7% | -25.9% | +7.3% | -10.9% |
| 6M | +124.6% | -30.9% | +155.6% | +150.0% |
| YTD | +141.7% | -3.7% | +145.4% | +133.0% |
| 1Y | +87.7% | -13.4% | +101.1% | +86.8% |
| All | +315.5% | +57.0% | +258.5% | +243.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling