+245.2%
CAT vs CAVA
+34.5%
+210.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.2% | -0.1% |
| 7D | +2.9% | -8.5% | +11.5% | +4.1% |
| 30D | -2.6% | -8.2% | +5.6% | -1.8% |
| 3M | -10.7% | -25.9% | +15.2% | -7.9% |
| 6M | +16.1% | -30.9% | +47.1% | +20.6% |
| YTD | +43.2% | -3.7% | +46.9% | +41.5% |
| 1Y | +96.8% | -13.4% | +110.3% | +96.4% |
| 3Y | +201.4% | +44.2% | +157.1% | +182.9% |
| All | +245.2% | +34.5% | +210.6% | +226.4% |
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