+244.5%
CAT vs CAVA
+44.7%
+199.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.9% |
| 7D | +1.7% | -9.2% | +10.9% | +2.9% |
| 30D | -6.6% | -8.2% | +1.6% | -5.8% |
| 3M | -13.3% | -15.3% | +2.0% | -12.1% |
| 6M | +11.6% | -23.6% | +35.2% | +14.5% |
| YTD | +42.9% | +3.5% | +39.4% | +39.9% |
| 1Y | +95.4% | -7.9% | +103.3% | +93.6% |
| 3Y | +196.6% | +38.7% | +157.9% | +178.3% |
| All | +244.5% | +44.7% | +199.8% | +222.9% |
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