-13.1%
CAVA vs ARMK
+54.5%
-67.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.2% | +0.3% | +2.0% |
| 7D | -8.0% | +3.1% | -11.1% | -9.3% |
| 30D | -19.6% | -2.8% | -16.8% | -18.4% |
| 3M | -36.7% | +7.6% | -44.3% | -38.9% |
| 6M | -30.6% | +47.9% | -78.5% | -45.4% |
| YTD | -4.8% | +60.0% | -64.8% | -30.6% |
| 1Y | -13.1% | +52.2% | -65.4% | -33.9% |
| All | -13.1% | +54.5% | -67.7% | -33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling