+38.8%
CAVA vs ARMK
+104.2%
-65.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.0% |
| 7D | -9.2% | -2.4% | -6.8% | -8.2% |
| 30D | -8.2% | 0.0% | -8.2% | -8.4% |
| 3M | -15.3% | +6.7% | -22.0% | -18.2% |
| 6M | -23.6% | +38.8% | -62.4% | -36.2% |
| YTD | +3.5% | +55.2% | -51.7% | -18.7% |
| 1Y | -7.9% | +46.6% | -54.5% | -25.4% |
| 3Y | +38.7% | +112.9% | -74.2% | -5.5% |
| All | +38.8% | +104.2% | -65.4% | -5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling