+154.6%
CAT vs CAVA
+38.6%
+116.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -1.0% |
| 7D | +7.4% | -1.6% | +9.0% | +7.6% |
| 30D | -19.7% | +12.9% | -32.5% | -21.0% |
| 3M | -29.6% | -19.3% | -10.3% | -28.0% |
| 6M | -33.2% | -19.5% | -13.7% | -32.2% |
| YTD | +5.7% | -0.8% | +6.4% | +3.6% |
| 1Y | +9.3% | +20.8% | -11.5% | +4.2% |
| 3Y | +158.3% | +85.7% | +72.6% | +136.6% |
| All | +154.6% | +38.6% | +116.0% | +139.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling