+9.3%
CAT vs CAVA
+18.8%
-9.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -0.9% |
| 7D | +7.4% | -1.6% | +9.0% | +7.6% |
| 30D | -19.7% | +12.9% | -32.5% | -20.5% |
| 3M | -29.6% | -19.3% | -10.3% | -28.3% |
| 6M | -33.2% | -19.5% | -13.7% | -32.4% |
| YTD | +5.7% | -0.8% | +6.4% | +5.5% |
| 1Y | +9.3% | +20.8% | -11.5% | +7.8% |
| All | +9.3% | +18.8% | -9.5% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling