+29.1%
CAVA vs ARMK
+104.7%
-75.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.2% | -4.9% | -5.5% |
| 7D | -8.5% | +0.3% | -8.9% | -8.7% |
| 30D | -8.2% | +2.4% | -10.6% | -9.5% |
| 3M | -25.9% | +6.1% | -32.0% | -28.3% |
| 6M | -30.9% | +41.8% | -72.7% | -43.0% |
| YTD | -3.7% | +55.5% | -59.3% | -24.5% |
| 1Y | -13.4% | +49.6% | -63.0% | -30.6% |
| 3Y | +44.2% | +122.8% | -78.5% | -2.5% |
| All | +29.1% | +104.7% | -75.6% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling