+219.8%
ARM vs CAVA
+66.1%
+153.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -1.0% | +13.0% | +12.4% |
| 7D | +6.0% | -3.5% | +9.5% | +7.4% |
| 30D | -20.3% | +13.8% | -34.1% | -24.1% |
| 3M | -24.4% | -1.7% | -22.7% | -25.1% |
| 6M | -4.4% | -25.2% | +20.9% | +2.8% |
| YTD | +86.0% | +1.9% | +84.1% | +74.6% |
| 1Y | +35.8% | +21.4% | +14.4% | +17.9% |
| 3Y | +289.1% | +92.5% | +196.6% | +182.7% |
| All | +219.8% | +66.1% | +153.7% | +157.4% |
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