+27.6%
CAVA vs ARMK
+110.6%
-82.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.2% | +0.3% | +1.9% |
| 7D | -8.0% | +3.1% | -11.1% | -9.4% |
| 30D | -19.6% | -2.8% | -16.8% | -18.4% |
| 3M | -36.7% | +7.6% | -44.3% | -39.1% |
| 6M | -30.6% | +47.9% | -78.5% | -43.9% |
| YTD | -4.8% | +60.0% | -64.8% | -26.4% |
| 1Y | -13.1% | +52.2% | -65.4% | -30.9% |
| 3Y | +48.8% | +131.4% | -82.6% | -1.1% |
| All | +27.6% | +110.6% | -82.9% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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