+184.7%
C vs CAVA
+38.6%
+146.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | -0.3% |
| 7D | +4.2% | -1.6% | +5.7% | +4.4% |
| 30D | +2.0% | +12.9% | -10.9% | 0.0% |
| 3M | -10.1% | -19.3% | +9.2% | -7.6% |
| 6M | +1.0% | -19.5% | +20.4% | +3.0% |
| YTD | +8.5% | -0.8% | +9.3% | +6.5% |
| 1Y | +25.7% | +20.8% | +4.9% | +19.8% |
| 3Y | +216.0% | +85.7% | +130.3% | +203.4% |
| All | +184.7% | +38.6% | +146.1% | +178.1% |
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