+23.3%
CAVA vs AVTR
-23.6%
+47.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -12.4% | -2.0% | -10.4% | -12.0% |
| 30D | -11.2% | +8.1% | -19.3% | -12.7% |
| 3M | -33.8% | +54.2% | -88.0% | -40.2% |
| 6M | -32.5% | +82.6% | -115.1% | -41.7% |
| YTD | -8.0% | +29.8% | -37.8% | -14.3% |
| 1Y | -17.1% | +18.0% | -35.1% | -22.1% |
| 3Y | +37.8% | -26.4% | +64.3% | +36.1% |
| All | +23.3% | -23.6% | +47.0% | +18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling