+27.6%
CAVA vs AVTR
-24.0%
+51.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.6% |
| 7D | -8.0% | -1.1% | -7.0% | -7.8% |
| 30D | -19.6% | +6.3% | -25.9% | -20.6% |
| 3M | -36.7% | +53.3% | -90.0% | -42.8% |
| 6M | -30.6% | +78.6% | -109.2% | -39.8% |
| YTD | -4.8% | +29.2% | -34.0% | -11.3% |
| 1Y | -13.1% | +13.8% | -27.0% | -17.7% |
| 3Y | +48.8% | -27.4% | +76.2% | +46.5% |
| All | +27.6% | -24.0% | +51.6% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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